I believe you have a problem but I cannot reproduce it with:
{
auto h = new TH1D("h","h",10,0,1);
h->Draw();
auto l = new TLegend(0.2,0.2,0.4,0.4,"legend");
TLegendEntry *l1 = l->AddEntry(h,"0.5 < #phi_{pt} < 3","fp");
l->Draw();
}
Which ROOT version are you using ? on which machine ?