Optimisation passes inconsistent

Issue: When optimizing the same EA with identical parameter ranges but different data types, we're getting inconsistent and unexpectedly low numbers of optimization passes.

Test Case Details:

1. Parameters being optimized:
   • Risk per trade: 0.5-1% (step 0.5)
   • Fast MA Period Trending: 10-20 (step 1)
   • Slow MA Period Trending: 30-50 (step 5)
   • Fast MA Period Ranging: 8-15 (step 1)
   • Slow MA Period Ranging: 18-25 (step 1)
   • Take Profit ATR Multiplier: 2-5 (step 0.5)
   • Stop Loss ATR Multiplier: 1-3 (step 0.5)

Results:

• With Real Tick Data: 1,525 passes
• With M1 Bars from Server: 1,300 passes

Expected Behavior:

• The theoretical number of combinations should be 24,640 passes
• The actual number of passes should be consistent between data types
• If there's parameter filtering logic, it should be documented and consistent

This suggests either a bug in the optimization engine or undocumented optimization behavior that needs clarification.

Question for cTrader team: What determines the actual number of optimization passes, and why does it differ between data types when using identical parameter ranges?