This can be reproduced fairly consistently as follows. Note there is a year and a bit of SPI futures tick & minute data loaded into my NT database:
- Open strategy analyser
- Bring up the optimisation window on an instrument (I used SPI futures) and select SampleMACrossover
- Ensure the settings are similar to the second attached screenshot (the start/end dates don't need to match; the critical change is to enable 'Optimize data series' and enter a range for the data series value)
- Run the optimisation
- Once complete, right-click the same instrument and select backtest
- Change the minute interval to something odd (like 163)
- Run the backtest

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