Can-position-P-L-be-strictly-equal-to-Max-Risk-value

I can't adjust the max risk so that it calculates correctly. With a capital of 100k and 0.05% risk stop should be strictly equal to 50, and it does not happen.




I use the following code:

CODE:
      public override double GetMaxRiskStopLevel(BarHistory bars, PositionType pt, int idx)
      {
         double atr = dayATR[idx] * Parameters[0].AsDouble / 100.0;
         double stop = (pt == PositionType.Long) ? bars.Close[idx] - atr : bars.Close[idx] + atr;
         return stop;
      }

Actual stop on the same algorithm.

I was able to limit using the "Automatically Issue a Stop Loss order" as in the manual, but I understand this is an emergency exit option, and ideally it should exit without it by using c# submitted stops.

Therefore, my questions are:
Do open positions affect the calculation of max risk?
Why can there be such a discrepancy as in the example above RCL - 37 and PXD - 278?