I guess this is because you set a limit hour as well. So the EA will close the trades at the last bar (in this case, at 19).
So when the trades are opened, the trades might not reach TP or SL and be somewhere in the negative for this short period of time, for example.
When you had the same strategy working all day long, the EAs were not limited in time.
What you marked in the first pic is ”by entry hour”.