Similar codes but very different back testing results

Hi,

I've written very similar pieces of code shown below. However, they resulted in drastically different back-testing results. The first version ended up with over 600K whereas the second one got only around 150K. Something must be seriously wrong here. Any help will be highly appreciated.

from AlgorithmImports import *

class PatternTrading(QCAlgorithm):

    def Initialize(self):
        self.symbol = "NVDA"
        self.SetStartDate(2018, 1, 1)  # Set Start Date
        self.SetEndDate(2022, 1, 1)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity(self.symbol, Resolution.Minute)   

    def OnData(self, data):
        self.SetHoldings(self.symbol, 1.0)

from AlgorithmImports import *

class PatternTrading(QCAlgorithm):

    def Initialize(self):
        self.symbol = "NVDA"
        self.SetStartDate(2018, 1, 1)  # Set Start Date
        self.SetEndDate(2022, 1, 1)
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity(self.symbol, Resolution.Minute)   

    def OnData(self, data):
        if self.symbol in data.Bars:
            self.SetHoldings(self.symbol, 1.0)