I have created a strategy using monthly bar data.

When I look at the results graphs they are correct for Annual and Quarterly data. However when I drill down further into monthly data, it starts to include dates in a seemingly random manner. Some dates are mid month, other towards the end of the month. Below is a sample,

28/04/2006 -£3,750.00 -0.02 -0.02 0.99 1 0
30/05/2006 -£89,488.20 -0.36 -0.36 1.63 1 0
31/05/2006 £237,051.06 0.95 0 18.42 17 1
08/06/2006 -£7,237.10 -0.03 -0.03 19.4 1 0
28/06/2006 -£7,255.80 -0.03 -0.03 18.76 0 1
30/06/2006 £249,254.08 0.99 0 9.86 8 17

I realise its transacting on these dates, but how come it does not just supply the return for the month?

How can we reproduce it? Please give us more detail like:

1. Strategy code enough to demonstrate the issue
2. Single symbol or Multi-symbol mode, Position Sizing, and Data Loading settings
3. Symbol(s) and Data provider

To clarify explanations, you might want to send a screen shot by striking the "Print Screen" key and then pasting into Paint or other imaging application. Save as PNG and attach.