My conclusion is that the state machine algorithm that NT uses to simulate the execution of limit orders could be further improved.
My suggestion is to have an option in the Strategy Analyzer panel that considers the execution of limit orders only with the crossing of the price by the order, without considering volume or anything else, only the crossing of the quotation.
With this, the generated state machine will be much closer to the real account, because in 90% of cases, to actually execute a Limit order, quotes cross the target quote.
Below is an example of how the selection option for this condition could be
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