I noticed when decreasing the size of Stop and TakeProfit (scaled by ATR value) the difference becomes more apperent. I set it from 0.5 * volatility to 0.2 * volatility and then the win rate becomes something around 27%.

I think the next logical step is to verify that Stop and TakeProfit have the same distance to the trade opening position. If the Stop is tighter than TakeProfit by a few pips, then that would explain the shift in winning %.