Order NOT filled on Stop Loss

Hi guys,

While working on a bot I came across something weird.

In the screenshot below is shown how my long position of 1 lot hits the stop loss of 20 pips just a bit after entering the position.

HOWEVER, my position is not closed upon hitting the stop loss. Instead, it closes a bit later with a loss of 20.7 pips...

I made a very simple bot to try to reproduce this error. It indeed seems that it happens more often that a position is not closed immediately after hitting the stop loss.

Can somebody explain what is going on?

During the backtesting I use tick data and I put 0 per million commision costs, so the extra costs cannot be due to comissions...

Best regards.