Hi Ernst, this can happen but it should be rare and there are actually some BIG improvements in the backend on the APPs currently being undertaken to ensure that the open price backtesting more closely matches tick testing.
Can you please send me an example EA and the difference in the results you are getting and I will look into this for you and double check your result with my own full tick backtesting please?
I can help you get to the bottom of whats going on and turn things around no problem 🙂