Your broker may hunt your stops with price manipulations.
They can use a hack to make you lose.
You can easily check that by dragging your history trades on the charts after a refresh of the graphics (terminal relaunched).
If the close is done within an area untouched by the price, that means that your broker has targeted you with this kind of plugin.
The order can also be delayed with an unatural slippage, the order is made somewhere where the price has never been (spread included).
More information :
Not all the brokers are doing that, only some small unregulated and unknown brokers.