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Strategy Analyzer - Cumulative Net Profit

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    Strategy Analyzer - Cumulative Net Profit

    When calculating the "Cumulative Net Profit" in the Strategy Analyzer "Analysis" tab, do the figures in the table and corresponding chart include Unrealized Profit / Loss if positions are still open?

    I'm trying to see a more realistic equity curve / data on daily unrealized drawdown. Please advise.

    Thanks.

    #2
    Hello chasebank,

    Thank you for your post.

    Cumulative Net Profit would only include realized PnL.

    Please let us know if we may be of further assistance to you.

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