Thank you, Unrealized PnL and manually calculated PnL are equal, but |'am confused now what NT using FIFO or LIFO and where (replay, sim, real)? Can you repeat it for me?
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The thread you referenced earlier is in terms of execution pairing and how the trade signals are referenced live vs historical.
In terms of Avg. Price, it will use FIFO on live calculations if that options is checked in simulation, replay and live. Historical trades through backtesting would always be FIFO.MatthewNinjaTrader Product Management
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