If you place stop orders at predictable places (most traders do), they can be the sole reason why you lose money. Overall the market is expert in triggering your stoploss. And no, it's not manipulation or exchanges trying to make you broke - beginner stoplosses are usually super obvious and free money lying around.

I believe that stop orders are not effective during the after-hours period. This might be because they require a market-maker to actuate, but I'm not sure.