Include swap fee (interest) in profit/loss calc

Positions in extended drawdown, especially over the weekend incur swap fees which need to be taken into account to understand the true profit/loss of a trade.

This needs to be considered within a backtest and strat generator too, as this returns strategies that hold positions for weeks at a time without this being factored in, and hence strats are being presented as more profitable than they would be as if they were running as a live strat.

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We’re definitely doing this, it’s in our pipeline. I suspect we might get to it in February.

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Excellent news, are you breaking it down as p/l, interest, total p/l?

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It’s early to say, however I imagine it would be “Total result” and “Interest”

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