Understand your concern, but on volatile days when the prices fluctuate like crazy you can end up in such scenarios. For example if you look at your trades around 2nd week of march 2020, you can see huge deviation from set stop loss precisely because the market was way too volatile during the onset of covid. On March 13, 2020, when the exchange was halted for 1 hour, the prices after opening were way apart from the time when the market closed, in such scenarios your SL can jump and that's what we show in backtest as well.