From what it seems the PnL graph we get after a backtesting is more close to:
Performance.AllTrades.TradesPerformance.Currency.CumProfit+Position.GetProfitLoss(Close[0], PerformanceUnit.Currency)
and not just
Performance.AllTrades.TradesPerformance.Currency.CumProfit
Is that correct ?
Could you please tell me which of the two is more close to the graph we see at the end ? (Strategy analyzers-> Graphs Tab)
Also very important:
I read the TradesPerformance class description, however as the unmanaged orders have no signalling, is there a risk for error in calculating the profit ?
I only say that because when working with unmanaged errors the results shown at the Orderst tab are erroneous (there is no signal management in orders and the system confuses the exit points, giving false payoffs).
If that is the case we can only trust the Closed + Floating orders payoff collectively as anything else may be erroneous.
Have you observed something like that ?
Thanks in advance
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