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Why is the Total Profit on the Scorecard different from the MTM pnl in my TRADES.CSV

ptunneyptunney Posts: 246
in Quick Question

This question was asked internally and I thought it would be of use to many users...

QUESTION
Is it possible that the sum of the MTM pnl in the TRADES.CSV files is different from the TOTAL PROFIT on the scorecard and the report?
For intraday strategy backtest , these two numbers match up.
For the multiday strategy backtest, they don't.

ANSWER
The trades.csv file only reports P&L on a realized or "matched trades" basis, and does not capture unrealized P&L.
The P&L from the report and score card should match up with the total from the "total_net_mtm_pnl" column from the portfolios.csv file.
The portfolios.csv file is available from the data_files folder in the detailed portfolio report zip file.

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