Different-portfolios-in-one-strategy-different-results

I have created a strategy that includes a regime switch. I want to trade one side of the switch e.g. in the S&P 100 and the other side of the switch e.g. in the Nasdaq 100. To do this, I have merged the data from the S&P 100 and NQ100 via the order manager. I have now completed the first regime (NQ100). I used the "Symbol Filter" building block for this. I have copied the shares of the NQ100 into it:



If I now carry out a backtest (in the strategy settings I have set the data set from S&P100 and NQ100 and in the building blocks the above-mentioned symbol filter), I get different results than if I remove the symbol filter and use only the NQ100 as the data set. Where does this difference come from? Have I set something wrong? The results should actually be the same (transaction weight is available). I have tried both variants in the Symbol Filter. Once with numbers behind it (if a share was not in the index for the entire period) and once without. However, I always get different results than with a backtest only in the NQ100. Can anyone help me?