One of the old trading rules says that your Take Profit should be 3 times bigger than the Stop Loss. After I tested 100s and even 1000s of strategies with EAs I realized that this is not the reality. I have so many profitable EAs where the SL is bigger than the TP.
Also, with EA Studio and the Experts, we test with precise statistics, something not available at manual trading at all.
Of course, there are strategies that work with SL smaller than the TP but not the majority.
And as I mentioned in some of the courses, if you ignore everything but think just about the price. When you open a trade and you place a SL smaller than the TP, you have a bigger chance of hitting the SL first. Higher possibility.