You enter your trades at midnight and immediately close them at the Open of the next bar. So of course you're always losing due to trading costs. If you wanted to close them at the Open of the day after tomorrow, you must wait 2 bars for exiting, so set ExitTime to 2. This may be a little confusing, but it's because a trade closes at the Open. If you don't set a stop, the risk is estimated and has no further meaning.

A script just does what you tell it to do, the task is to tell it the right thing.