Live Strategy from 12/18/20-01/08/21. Account started cash on 12/18/20.
Shortfall Tearsheet:
Simulated:
4.4%,
Tearsheet Actual:0.5%
Alpaca Actual account:
12/18/20: $11,080.85.
01/8/21: $11,545.85.
Cum Return4.2%.
Moonchart Tearsheet says it's only made $64.76, versus the reality of $465.
Does moonchart/tearsheet analysis only take closed positions into effect? I'm guessing that $64.76 is closing some small positions for daily re-balancing and only that is being counted towards returns.