The MT4 backtesting engine executes pending orders (including SL/TP) at their configured price, even if a gap is encountered. The result is that your position will appear to close (or open) in the middle of a gap, which is not what would happen on a typical broker.
When this feature is implemented a configuration option will become available that when enabled will simulate the gap behavior that most brokers implement nowadays - trades will be executed at the first available price after the gap instead of getting executed at a price in the middle of the gap.
Note: this feature was implemented in v2.2.1.
Among other factors, planned features will be scheduled for implementation based on user preference. Press Yes below next to "Did you find it helpful?" if you'd like this feature to be prioritized for implementation. Feel free to press No if it's not a priority for you.