It's a good question!

Yes, in most of the cases "short position only" + "long position only" must be equal to the result without the filter.

An exception to this rule, we have when our initial strategy includes logic "Opposite direction signal Reduces, Closes or Reverses the current position".

Using the filter "long position only" leads to send buy sinals by the "open strategy" only. In this case the logic  "Opposite direction signal Reduces, Closes or Reverses" does not work. There are not opposite signals.
This changes the general logic of the strategy.

If you think that there is a bug you are welcome to report it.
Please, post the strategy and full stats.

A question about new features...

is it correct to think that if I add a  "open short position only" filter to a given strategy and time frame and obtain a number x of pips, and next I delete that filter and add a "open long position only" filter and obtain amount y of pips, the sum of x+y (with respective signs) must be the amount of strategy without these filters?

If it's correct, I think there's some bug

Thank you,

tex