Yes, it is from a backtest. Setting slippage=0 raises the profit, but leaves also a divergence between calculation and output:

Code:
[EUR/USD::L5901] Long 1@1.3616 Risk 1$ p at 15:00
TradeCosts: 0.10355
[EUR/USD::L5901] Exit 1@1.3633: +1.34 at 15:03


(1.3633-1.3616)*1000-0.10355 ~ 1,6 != 1,34

Swap does not seem not to be a system's variable, but rollover etc. does not play a role in between a trading time of 3 minutes.