My long order was filled at 1.0692, my strategy kept updating the takeprofit to 1.06995. Then the position was closed at 1.06875 as "closed by take profit event"

Here is the result I got.
2010-02-01 07:05:43 Order filled Order [USDCAD22, USD/CAD, BUY, 100000.0 at 1.0692] filled
2010-02-01 07:06:28 Order changed Order [USDCAD23, USD/CAD, SELLLIMIT, 100000.0 at 1.0714] changed by strategy
2010-02-01 07:07:38 Order canceled Order [USDCAD23, USD/CAD, SELLLIMIT, 100000.0 at 1.0714] canceled in result of strategy request
2010-02-01 07:10:53 Order submitted Order [USDCAD24, USD/CAD, SELLLIMIT, 100000.0 at 1.07075] submitted by the strategy
2010-02-01 07:10:54 Order changed Order [USDCAD24, USD/CAD, SELLLIMIT, 100000.0 at 1.07055] changed by strategy
2010-02-01 07:10:57 Order changed Order [USDCAD24, USD/CAD, SELLLIMIT, 100000.0 at 1.0704] changed by strategy
2010-02-01 07:11:17 Order changed Order [USDCAD24, USD/CAD, SELLLIMIT, 100000.0 at 1.07025] changed by strategy
2010-02-01 07:12:17 Order changed Order [USDCAD24, USD/CAD, SELLLIMIT, 100000.0 at 1.0701] changed by strategy
2010-02-01 07:15:08 Order changed Order [USDCAD24, USD/CAD, SELLLIMIT, 100000.0 at 1.06995] changed by strategy
2010-02-01 07:17:24 Order closed Order [USDCAD22, USD/CAD, BUY, 100000.0 at 1.0692] closed by take profit event, amount 100000.0 at 1.06875


Another short order, takeprofit=1.0687, filled at 1.06985

2010-02-01 09:51:09 Order filled Order [USDCAD46, USD/CAD, SELL, 100000.0 at 1.07015] filled
2010-02-01 09:51:16 Order changed Order [USDCAD45, USD/CAD, BUYLIMIT, 100000.0 at 1.068] changed by strategy
2010-02-01 09:51:27 Order changed Order [USDCAD45, USD/CAD, BUYLIMIT, 100000.0 at 1.06815] changed by strategy
2010-02-01 09:52:22 Order changed Order [USDCAD45, USD/CAD, BUYLIMIT, 100000.0 at 1.0683] changed by strategy
2010-02-01 09:52:44 Order canceled Order [USDCAD45, USD/CAD, BUYLIMIT, 100000.0 at 1.0683] canceled in result of strategy request
2010-02-01 09:53:00 Order submitted Order [USDCAD47, USD/CAD, BUYLIMIT, 100000.0 at 1.06845] submitted by the strategy
2010-02-01 09:53:25 Order changed Order [USDCAD47, USD/CAD, BUYLIMIT, 100000.0 at 1.06855] changed by strategy
2010-02-01 09:54:09 Order changed Order [USDCAD47, USD/CAD, BUYLIMIT, 100000.0 at 1.0687] changed by strategy
2010-02-01 09:54:25 Order closed Order [USDCAD46, USD/CAD, SELL, 100000.0 at 1.07015] closed by take profit event, amount 100000.0 at 1.06985

So I always got very bad backward test result. Besides, I don't understand why there was a cancel event in the middle, my strategy called the setTakeProfitPrice, I thought it should always be Order change events.

Hi,
you are comparing different orders.