I have read that Daily Resolution just uses the close data. However, when I use the daily resolution in backtests, it seems to give different results for the same day.

Attached is an example where every day I buy a stock on 0935 and place a sell order after market hours to be executed on market open. The buy and sell orders on the same day execute at different prices, and it can't possibly be the bid-ask spread because the algo makes a slight profit.

Could someone kindly explain to me my misconception about how Daily Resolution works?.

Thank you.