From the manual
"All stop, profit, trail, or entry limits are handled by software and controlled at each tick. They are not sent to the broker's server (except for the 'safety net' stop given by StopFactor) and thus not visible to the broker, this way preventing "stop hunting" or similar practices. This also steps around NFA Compliance Rule 2-43(b) that does not allow US citizens to place stop or profit targets."

Without more information, my best guess is that the stop loss was hit.
Check the testtrades.csv in the log directory, you should see the reason there.