Huge portfolio correlation difference bettween SQ and MC

        Recently, when I was building a portfolio, I found a phenomenon that the portfolio correlation coefficient in SQX is usually very different from the calculation result in MC, especially in the Portfolio of different strategies of the same instrument. The correlation coefficient matrix is an important reference for building portfolio. So ask the development team to examine why the difference between the two is so huge?

Is the calculation formula of correlation coefficient different or the choice of profit different? Such as based on open profit or close trade profit.
        I chose a set of strategies at random, on the same instrument, please refer to attachment.
       One more point:
       1. there are very different entry and exit time for each trade in two strategies.

       2. When calculating the correlation coefficient of the two strategies in any trading software, it is required to select daily profit or weekly profit or montyly profit. 
           So that mean it is likely to be calculated with daily or weekly or monthly open profit data series  , not the closing profit on each trade. 
I really hope that the development team will solve this bug as soon as possible. This also helps to make the annual and monthly profit values in the performance report more accurate in SQ. Then it will be more efficient to verify the performance report on the trading platform. Thanks