This simple Strategy does enterLong unconditionally at every bar. Then in EXITRUN it prints to file one line for every value in the all_trades list. I ran it against EUR/USD using official data. Then I analyzed the output, counting the occurrences of Bar# in the file.

Observed:
Repeated values for Bar # in the output, each with different values for TradeProfit.

Expected:
No more than one value per bar in the simulation, with an reliable & final value for TradeProfit..
Code:
#define BUFFSIZE_S 300
char value[BUFFSIZE_S];

function write_line() {
  sprintf(value, "%u,%f\n", TradeBarOpen, (var)TradeUnits);
  file_append("all_trades.txt", value);
}

function run() {
  StartDate = 20140801;
  EndDate = 20140901;
  EntryTime = 2;

  var atrx = ATR(200);
  Entry = atrx * 1.0;
  Stop = atrx * 3.5;

  if (is(INITRUN)) {
    file_delete("all_trades.txt");
  }

  enterLong();

  if (is(EXITRUN)) {
    for (all_trades) {
      write_line();
    }
  }
}
Code:
$ cut -d',' -f1 all_trades.txt | sort | uniq -c | sort -rn | head
      3 807
      2 993
      2 990
      2 985
      2 972
      2 957
      2 953
      2 921
      2 836
      2 783
Code:
$ grep 807 all_trades.txt 
807,772.900024,0.000000
807,772.900024,-2.858410
807,772.900024,-2.866854


What's happening, here?