AllTrades will show all trades made with historical data while RealtimeTrades would only account for trades made with streamed realtime data. Market Replay will load historical data on a chart and stream Market Replay data as if it were realtime data.
When we rewind Market Replay, we move back to a period of time, load the historical data from that point and earlier, and then stream Market Replay data at that point to simulate realtime data.
Since AllTrades include historical and realtime trades, we would need to see a profit of 0 from historical trades to expect a value of 0 when we enable and transition to realtime data.
More information on the Performance object is publicly available in our help guide. I'll provide a link below.
Performance - https://ninjatrader.com/support/help...erformance.htm
Please let us know if you have any additional questions.
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