I want to grab chart data from a local Lean backtest and show in a Form using a charting library I have.

Researching chart data in BacktestResultPacket got me really confused. So I created a dump from chart data to make things a bit clearer. But unfortunately that didn't make things any clearer at all. So now I need info on how to interpret chart data so I can display my own pretty charts.

There are what to me looks like multiple anomalies in the chart data:

  1. Datapoints for saturdays are included in the data for all series, and the value for saturday is the same as for the next day with tradebars data.
  2. For the series with type Candle, there are 2 exactly identical data points for each date.
  3. For series with type Candle, there seems to be an extra data point at the end of the list, in addition to the  extra datapoint for each day mentioned above.
  4. The series 'Daily Performance', shows a performance percentage for saturdays, but 0 performance for mondays (or first day with tradebars after saturday).

Maybe the problem is in my dump code, which I have included after the dump itself below. Otherwise, you might want to investigate this further.

I have the following questions I need help with:

Q1: Can the ChartPoint.x timestamp be translated to a DateTime by using Time.UnixTimeStampToDateTime() as I have done it in TimestampAndDateTimeToString() and then directly use this DateTime as x-axis in my charts. Or does this have to be adjusted for timezone or something else?

Q2: How can I generate OHLC Candles using the data in a Candle series? (I realize two datapoints for each day can generate a kind of candle with Open and Close. But thats really a bar, not a candle. And the values should not both be the same, right?)

Q3: How should I handle data for saturdays in all the series?

Q4: How should I handle the extra day at the end of Candle series?

Q5: What to do about performance for saturdays but none for mondays?

 

Lean Chart data dump:

2016-06-17 14:59:21 - LeanChartsDumper.Dump() to file: LeanChartsDump.txt
==============================================================
Algorithm: BasicTemplateAlgorithm
Symbol: SPY
PeriodStart: 2015-01-02 00:00:00
PeriodFinish: 2015-12-31 23:59:59
---------------------------------------
Chart name: Benchmark
Series name:Benchmark Index:0 Type:Line Unit:$ Values.Count:308
[0] x:1420156800 = 2015-01-02 00:00:00 (Friday) y:0
[1] x:1420243200 = 2015-01-03 00:00:00 (Saturday) y:203,5083
[2] x:1420416000 = 2015-01-05 00:00:00 (Monday) y:203,5083
[3] x:1420502400 = 2015-01-06 00:00:00 (Tuesday) y:199,8332
[4] x:1420588800 = 2015-01-07 00:00:00 (Wednesday) y:197,9509
[5] x:1420675200 = 2015-01-08 00:00:00 (Thursday) y:200,4175
[6] x:1420761600 = 2015-01-09 00:00:00 (Friday) y:203,974
[7] x:1420848000 = 2015-01-10 00:00:00 (Saturday) y:202,3395
[8] x:1421020800 = 2015-01-12 00:00:00 (Monday) y:202,3395
[9] x:1421107200 = 2015-01-13 00:00:00 (Tuesday) y:200,7544
[10] x:1421193600 = 2015-01-14 00:00:00 (Wednesday) y:200,1898
[11] x:1421280000 = 2015-01-15 00:00:00 (Thursday) y:198,9812
[12] x:1421366400 = 2015-01-16 00:00:00 (Friday) y:197,1584
[13] x:1421452800 = 2015-01-17 00:00:00 (Saturday) y:199,744
[14] x:1421712000 = 2015-01-20 00:00:00 (Tuesday) y:199,744
[15] x:1421798400 = 2015-01-21 00:00:00 (Wednesday) y:200,1699
[16] x:1421884800 = 2015-01-22 00:00:00 (Thursday) y:201,1804
[17] x:1421971200 = 2015-01-23 00:00:00 (Friday) y:204,1722
[18] x:1422057600 = 2015-01-24 00:00:00 (Saturday) y:203,0528
[19] x:1422230400 = 2015-01-26 00:00:00 (Monday) y:203,0528
[20] x:1422316800 = 2015-01-27 00:00:00 (Tuesday) y:203,5282
[21] x:1422403200 = 2015-01-28 00:00:00 (Wednesday) y:200,8436
[22] x:1422489600 = 2015-01-29 00:00:00 (Thursday) y:198,2678
[23] x:1422576000 = 2015-01-30 00:00:00 (Friday) y:200,1006
[24] x:1422662400 = 2015-01-31 00:00:00 (Saturday) y:197,5843
[25] x:1422835200 = 2015-02-02 00:00:00 (Monday) y:197,5843
[26] x:1422921600 = 2015-02-03 00:00:00 (Tuesday) y:200,0312
[27] x:1423008000 = 2015-02-04 00:00:00 (Wednesday) y:202,9239
[28] x:1423094400 = 2015-02-05 00:00:00 (Thursday) y:202,1512
[29] x:1423180800 = 2015-02-06 00:00:00 (Friday) y:204,1919
[30] x:1423267200 = 2015-02-07 00:00:00 (Saturday) y:203,6273
[31] x:1423440000 = 2015-02-09 00:00:00 (Monday) y:203,6273
[32] x:1423526400 = 2015-02-10 00:00:00 (Tuesday) y:202,7159
[33] x:1423612800 = 2015-02-11 00:00:00 (Wednesday) y:204,8754
[34] x:1423699200 = 2015-02-12 00:00:00 (Thursday) y:204,9943
[35] x:1423785600 = 2015-02-13 00:00:00 (Friday) y:206,9657
[36] x:1423872000 = 2015-02-14 00:00:00 (Saturday) y:207,8177
[37] x:1424131200 = 2015-02-17 00:00:00 (Tuesday) y:207,8177
[38] x:1424217600 = 2015-02-18 00:00:00 (Wednesday) y:208,1447
[39] x:1424304000 = 2015-02-19 00:00:00 (Thursday) y:208,1645
[40] x:1424390400 = 2015-02-20 00:00:00 (Friday) y:208,0158
[41] x:1424476800 = 2015-02-21 00:00:00 (Saturday) y:209,2641
[42] x:1424649600 = 2015-02-23 00:00:00 (Monday) y:209,2641
[43] x:1424736000 = 2015-02-24 00:00:00 (Tuesday) y:209,2344
[44] x:1424822400 = 2015-02-25 00:00:00 (Wednesday) y:209,8287
[45] x:1424908800 = 2015-02-26 00:00:00 (Thursday) y:209,6505
[46] x:1424995200 = 2015-02-27 00:00:00 (Friday) y:209,4028
[47] x:1425081600 = 2015-02-28 00:00:00 (Saturday) y:208,6895
[48] x:1425254400 = 2015-03-02 00:00:00 (Monday) y:208,6895
[49] x:1425340800 = 2015-03-03 00:00:00 (Tuesday) y:210,0071
:
[258] x:1446595200 = 2015-11-04 00:00:00 (Wednesday) y:211
[259] x:1446681600 = 2015-11-05 00:00:00 (Thursday) y:210,36
[260] x:1446768000 = 2015-11-06 00:00:00 (Friday) y:210,1499
[261] x:1446854400 = 2015-11-07 00:00:00 (Saturday) y:210,0399
[262] x:1447027200 = 2015-11-09 00:00:00 (Monday) y:210,0399
[263] x:1447113600 = 2015-11-10 00:00:00 (Tuesday) y:208,08
[264] x:1447200000 = 2015-11-11 00:00:00 (Wednesday) y:208,5599
[265] x:1447286400 = 2015-11-12 00:00:00 (Thursday) y:207,74
[266] x:1447372800 = 2015-11-13 00:00:00 (Friday) y:204,8399
[267] x:1447459200 = 2015-11-14 00:00:00 (Saturday) y:202,5399
[268] x:1447632000 = 2015-11-16 00:00:00 (Monday) y:202,5399
[269] x:1447718400 = 2015-11-17 00:00:00 (Tuesday) y:205,6199
[270] x:1447804800 = 2015-11-18 00:00:00 (Wednesday) y:205,47
[271] x:1447891200 = 2015-11-19 00:00:00 (Thursday) y:208,7299
[272] x:1447977600 = 2015-11-20 00:00:00 (Friday) y:208,55
[273] x:1448064000 = 2015-11-21 00:00:00 (Saturday) y:209,3099
[274] x:1448236800 = 2015-11-23 00:00:00 (Monday) y:209,3099
[275] x:1448323200 = 2015-11-24 00:00:00 (Tuesday) y:209,07
[276] x:1448409600 = 2015-11-25 00:00:00 (Wednesday) y:209,35
[277] x:1448496000 = 2015-11-26 00:00:00 (Thursday) y:209,32
[278] x:1448582400 = 2015-11-27 00:00:00 (Friday) y:209,32
[279] x:1448668800 = 2015-11-28 00:00:00 (Saturday) y:209,5599
[280] x:1448841600 = 2015-11-30 00:00:00 (Monday) y:209,5599
[281] x:1448928000 = 2015-12-01 00:00:00 (Tuesday) y:208,69
[282] x:1449014400 = 2015-12-02 00:00:00 (Wednesday) y:210,6799
[283] x:1449100800 = 2015-12-03 00:00:00 (Thursday) y:208,5299
[284] x:1449187200 = 2015-12-04 00:00:00 (Friday) y:205,61
[285] x:1449273600 = 2015-12-05 00:00:00 (Saturday) y:209,6199
[286] x:1449446400 = 2015-12-07 00:00:00 (Monday) y:209,6199
[287] x:1449532800 = 2015-12-08 00:00:00 (Tuesday) y:208,35
[288] x:1449619200 = 2015-12-09 00:00:00 (Wednesday) y:206,9499
[289] x:1449705600 = 2015-12-10 00:00:00 (Thursday) y:205,3399
[290] x:1449792000 = 2015-12-11 00:00:00 (Friday) y:205,8699
[291] x:1449878400 = 2015-12-12 00:00:00 (Saturday) y:201,88
[292] x:1450051200 = 2015-12-14 00:00:00 (Monday) y:201,88
[293] x:1450137600 = 2015-12-15 00:00:00 (Tuesday) y:202,8999
[294] x:1450224000 = 2015-12-16 00:00:00 (Wednesday) y:205,0299
[295] x:1450310400 = 2015-12-17 00:00:00 (Thursday) y:208,0299
[296] x:1450396800 = 2015-12-18 00:00:00 (Friday) y:204,86
[297] x:1450483200 = 2015-12-19 00:00:00 (Saturday) y:200,02
[298] x:1450656000 = 2015-12-21 00:00:00 (Monday) y:200,02
[299] x:1450742400 = 2015-12-22 00:00:00 (Tuesday) y:201,6699
[300] x:1450828800 = 2015-12-23 00:00:00 (Wednesday) y:203,5
[301] x:1450915200 = 2015-12-24 00:00:00 (Thursday) y:206,02
[302] x:1451001600 = 2015-12-25 00:00:00 (Friday) y:205,6799
[303] x:1451260800 = 2015-12-28 00:00:00 (Monday) y:205,6799
[304] x:1451347200 = 2015-12-29 00:00:00 (Tuesday) y:205,21
[305] x:1451433600 = 2015-12-30 00:00:00 (Wednesday) y:207,3999
[306] x:1451520000 = 2015-12-31 00:00:00 (Thursday) y:205,9299
[307] x:1451624400 = 2016-01-01 05:00:00 (Friday) y:203,8699

---------------------------------------
Chart name: Strategy Equity
Series name:Equity Index:0 Type:Candle Unit:$ Values.Count:617
[0] x:1420174800 = 2015-01-02 05:00:00 (Friday) y:100000
[1] x:1420174800 = 2015-01-02 05:00:00 (Friday) y:100000
[2] x:1420261200 = 2015-01-03 05:00:00 (Saturday) y:100000
[3] x:1420261200 = 2015-01-03 05:00:00 (Saturday) y:100000
[4] x:1420434000 = 2015-01-05 05:00:00 (Monday) y:100000
[5] x:1420434000 = 2015-01-05 05:00:00 (Monday) y:100000
[6] x:1420520400 = 2015-01-06 05:00:00 (Tuesday) y:98805,8958
[7] x:1420520400 = 2015-01-06 05:00:00 (Tuesday) y:98805,8958
[8] x:1420606800 = 2015-01-07 05:00:00 (Wednesday) y:97881,722
[9] x:1420606800 = 2015-01-07 05:00:00 (Wednesday) y:97881,722
[10] x:1420693200 = 2015-01-08 05:00:00 (Thursday) y:99092,8275
[11] x:1420693200 = 2015-01-08 05:00:00 (Thursday) y:99092,8275
[12] x:1420779600 = 2015-01-09 05:00:00 (Friday) y:100839,0296
[13] x:1420779600 = 2015-01-09 05:00:00 (Friday) y:100839,0296
[14] x:1420866000 = 2015-01-10 05:00:00 (Saturday) y:100036,5062
[15] x:1420866000 = 2015-01-10 05:00:00 (Saturday) y:100036,5062
[16] x:1421038800 = 2015-01-12 05:00:00 (Monday) y:100036,5062
[17] x:1421038800 = 2015-01-12 05:00:00 (Monday) y:100036,5062
[18] x:1421125200 = 2015-01-13 05:00:00 (Tuesday) y:99258,2059
[19] x:1421125200 = 2015-01-13 05:00:00 (Tuesday) y:99258,2059
[20] x:1421211600 = 2015-01-14 05:00:00 (Wednesday) y:98981,0024
[21] x:1421211600 = 2015-01-14 05:00:00 (Wednesday) y:98981,0024
[22] x:1421298000 = 2015-01-15 05:00:00 (Thursday) y:98387,5855
[23] x:1421298000 = 2015-01-15 05:00:00 (Thursday) y:98387,5855
[24] x:1421384400 = 2015-01-16 05:00:00 (Friday) y:97492,5961
[25] x:1421384400 = 2015-01-16 05:00:00 (Friday) y:97492,5961
[26] x:1421470800 = 2015-01-17 05:00:00 (Saturday) y:98762,1191
[27] x:1421470800 = 2015-01-17 05:00:00 (Saturday) y:98762,1191
[28] x:1421730000 = 2015-01-20 05:00:00 (Tuesday) y:98762,1191
[29] x:1421730000 = 2015-01-20 05:00:00 (Tuesday) y:98762,1191
[30] x:1421816400 = 2015-01-21 05:00:00 (Wednesday) y:98971,2256
[31] x:1421816400 = 2015-01-21 05:00:00 (Wednesday) y:98971,2256
[32] x:1421902800 = 2015-01-22 05:00:00 (Thursday) y:99467,4097
[33] x:1421902800 = 2015-01-22 05:00:00 (Thursday) y:99467,4097
[34] x:1421989200 = 2015-01-23 05:00:00 (Friday) y:100936,3597
[35] x:1421989200 = 2015-01-23 05:00:00 (Friday) y:100936,3597
[36] x:1422075600 = 2015-01-24 05:00:00 (Saturday) y:100386,7195
[37] x:1422075600 = 2015-01-24 05:00:00 (Saturday) y:100386,7195
[38] x:1422248400 = 2015-01-26 05:00:00 (Monday) y:100386,7195
[39] x:1422248400 = 2015-01-26 05:00:00 (Monday) y:100386,7195
[40] x:1422334800 = 2015-01-27 05:00:00 (Tuesday) y:100620,1463
[41] x:1422334800 = 2015-01-27 05:00:00 (Tuesday) y:100620,1463
[42] x:1422421200 = 2015-01-28 05:00:00 (Wednesday) y:99302,0312
[43] x:1422421200 = 2015-01-28 05:00:00 (Wednesday) y:99302,0312
[44] x:1422507600 = 2015-01-29 05:00:00 (Thursday) y:98037,3236
[45] x:1422507600 = 2015-01-29 05:00:00 (Thursday) y:98037,3236
[46] x:1422594000 = 2015-01-30 05:00:00 (Friday) y:98937,2258
[47] x:1422594000 = 2015-01-30 05:00:00 (Friday) y:98937,2258
[48] x:1422680400 = 2015-01-31 05:00:00 (Saturday) y:97701,7026
[49] x:1422680400 = 2015-01-31 05:00:00 (Saturday) y:97701,7026
:
[567] x:1449118800 = 2015-12-03 05:00:00 (Thursday) y:103075,9993
[568] x:1449205200 = 2015-12-04 05:00:00 (Friday) y:101642,3284
[569] x:1449205200 = 2015-12-04 05:00:00 (Friday) y:101642,3284
[570] x:1449291600 = 2015-12-05 05:00:00 (Saturday) y:103611,1893
[571] x:1449291600 = 2015-12-05 05:00:00 (Saturday) y:103611,1893
[572] x:1449464400 = 2015-12-07 05:00:00 (Monday) y:103611,1893
[573] x:1449464400 = 2015-12-07 05:00:00 (Monday) y:103611,1893
[574] x:1449550800 = 2015-12-08 05:00:00 (Tuesday) y:102987,6684
[575] x:1449550800 = 2015-12-08 05:00:00 (Tuesday) y:102987,6684
[576] x:1449637200 = 2015-12-09 05:00:00 (Wednesday) y:102300,2193
[577] x:1449637200 = 2015-12-09 05:00:00 (Wednesday) y:102300,2193
[578] x:1449723600 = 2015-12-10 05:00:00 (Thursday) y:101509,7093
[579] x:1449723600 = 2015-12-10 05:00:00 (Thursday) y:101509,7093
[580] x:1449810000 = 2015-12-11 05:00:00 (Friday) y:101769,9393
[581] x:1449810000 = 2015-12-11 05:00:00 (Friday) y:101769,9393
[582] x:1449896400 = 2015-12-12 05:00:00 (Saturday) y:99810,8984
[583] x:1449896400 = 2015-12-12 05:00:00 (Saturday) y:99810,8984
[584] x:1450069200 = 2015-12-14 05:00:00 (Monday) y:99810,8984
[585] x:1450069200 = 2015-12-14 05:00:00 (Monday) y:99810,8984
[586] x:1450155600 = 2015-12-15 05:00:00 (Tuesday) y:100311,6693
[587] x:1450155600 = 2015-12-15 05:00:00 (Tuesday) y:100311,6693
[588] x:1450242000 = 2015-12-16 05:00:00 (Wednesday) y:101357,4993
[589] x:1450242000 = 2015-12-16 05:00:00 (Wednesday) y:101357,4993
[590] x:1450328400 = 2015-12-17 05:00:00 (Thursday) y:102830,4993
[591] x:1450328400 = 2015-12-17 05:00:00 (Thursday) y:102830,4993
[592] x:1450414800 = 2015-12-18 05:00:00 (Friday) y:101274,0784
[593] x:1450414800 = 2015-12-18 05:00:00 (Friday) y:101274,0784
[594] x:1450501200 = 2015-12-19 05:00:00 (Saturday) y:98897,6384
[595] x:1450501200 = 2015-12-19 05:00:00 (Saturday) y:98897,6384
[596] x:1450674000 = 2015-12-21 05:00:00 (Monday) y:98897,6384
[597] x:1450674000 = 2015-12-21 05:00:00 (Monday) y:98897,6384
[598] x:1450760400 = 2015-12-22 05:00:00 (Tuesday) y:99707,7393
[599] x:1450760400 = 2015-12-22 05:00:00 (Tuesday) y:99707,7393
[600] x:1450846800 = 2015-12-23 05:00:00 (Wednesday) y:100606,3184
[601] x:1450846800 = 2015-12-23 05:00:00 (Wednesday) y:100606,3184
[602] x:1450933200 = 2015-12-24 05:00:00 (Thursday) y:101843,6384
[603] x:1450933200 = 2015-12-24 05:00:00 (Thursday) y:101843,6384
[604] x:1451019600 = 2015-12-25 05:00:00 (Friday) y:101676,6493
[605] x:1451019600 = 2015-12-25 05:00:00 (Friday) y:101676,6493
[606] x:1451278800 = 2015-12-28 05:00:00 (Monday) y:101676,6493
[607] x:1451278800 = 2015-12-28 05:00:00 (Monday) y:101676,6493
[608] x:1451365200 = 2015-12-29 05:00:00 (Tuesday) y:101445,9284
[609] x:1451365200 = 2015-12-29 05:00:00 (Tuesday) y:101445,9284
[610] x:1451451600 = 2015-12-30 05:00:00 (Wednesday) y:102521,1693
[611] x:1451451600 = 2015-12-30 05:00:00 (Wednesday) y:102521,1693
[612] x:1451538000 = 2015-12-31 05:00:00 (Thursday) y:101799,3993
[613] x:1451538000 = 2015-12-31 05:00:00 (Thursday) y:101799,3993
[614] x:1451624400 = 2016-01-01 05:00:00 (Friday) y:100787,9393
[615] x:1451624400 = 2016-01-01 05:00:00 (Friday) y:100787,9393
[616] x:1451624400 = 2016-01-01 05:00:00 (Friday) y:100787,9393

Series name:Daily Performance Index:1 Type:Bar Unit:% Values.Count:308
[0] x:1420156800 = 2015-01-02 00:00:00 (Friday) y:0
[1] x:1420243200 = 2015-01-03 00:00:00 (Saturday) y:0
[2] x:1420416000 = 2015-01-05 00:00:00 (Monday) y:0
[3] x:1420502400 = 2015-01-06 00:00:00 (Tuesday) y:-1,194104
[4] x:1420588800 = 2015-01-07 00:00:00 (Wednesday) y:-0,9353428
[5] x:1420675200 = 2015-01-08 00:00:00 (Thursday) y:1,237315
[6] x:1420761600 = 2015-01-09 00:00:00 (Friday) y:1,762188
[7] x:1420848000 = 2015-01-10 00:00:00 (Saturday) y:-0,795846
[8] x:1421020800 = 2015-01-12 00:00:00 (Monday) y:0
[9] x:1421107200 = 2015-01-13 00:00:00 (Tuesday) y:-0,7780163
[10] x:1421193600 = 2015-01-14 00:00:00 (Wednesday) y:-0,2792752
[11] x:1421280000 = 2015-01-15 00:00:00 (Thursday) y:-0,599526
[12] x:1421366400 = 2015-01-16 00:00:00 (Friday) y:-0,9096568
[13] x:1421452800 = 2015-01-17 00:00:00 (Saturday) y:1,302174
[14] x:1421712000 = 2015-01-20 00:00:00 (Tuesday) y:0
[15] x:1421798400 = 2015-01-21 00:00:00 (Wednesday) y:0,2117274
[16] x:1421884800 = 2015-01-22 00:00:00 (Thursday) y:0,5013417
[17] x:1421971200 = 2015-01-23 00:00:00 (Friday) y:1,476815
[18] x:1422057600 = 2015-01-24 00:00:00 (Saturday) y:-0,5445414
[19] x:1422230400 = 2015-01-26 00:00:00 (Monday) y:0
[20] x:1422316800 = 2015-01-27 00:00:00 (Tuesday) y:0,2325276
[21] x:1422403200 = 2015-01-28 00:00:00 (Wednesday) y:-1,309991
[22] x:1422489600 = 2015-01-29 00:00:00 (Thursday) y:-1,273597
[23] x:1422576000 = 2015-01-30 00:00:00 (Friday) y:0,9179179
[24] x:1422662400 = 2015-01-31 00:00:00 (Saturday) y:-1,248795
[25] x:1422835200 = 2015-02-02 00:00:00 (Monday) y:0
[26] x:1422921600 = 2015-02-03 00:00:00 (Tuesday) y:1,229688
[27] x:1423008000 = 2015-02-04 00:00:00 (Wednesday) y:1,436061
[28] x:1423094400 = 2015-02-05 00:00:00 (Thursday) y:-0,3781745
[29] x:1423180800 = 2015-02-06 00:00:00 (Friday) y:1,00256
[30] x:1423267200 = 2015-02-07 00:00:00 (Saturday) y:-0,2746056
[31] x:1423440000 = 2015-02-09 00:00:00 (Monday) y:0
[32] x:1423526400 = 2015-02-10 00:00:00 (Tuesday) y:-0,4445216
[33] x:1423612800 = 2015-02-11 00:00:00 (Wednesday) y:1,057978
[34] x:1423699200 = 2015-02-12 00:00:00 (Thursday) y:0,05763025
[35] x:1423785600 = 2015-02-13 00:00:00 (Friday) y:0,9551512
[36] x:1423872000 = 2015-02-14 00:00:00 (Saturday) y:0,4088735
[37] x:1424131200 = 2015-02-17 00:00:00 (Tuesday) y:0
[38] x:1424217600 = 2015-02-18 00:00:00 (Wednesday) y:0,1563018
[39] x:1424304000 = 2015-02-19 00:00:00 (Thursday) y:0,009455188
[40] x:1424390400 = 2015-02-20 00:00:00 (Friday) y:-0,07095448
[41] x:1424476800 = 2015-02-21 00:00:00 (Saturday) y:0,5960908
[42] x:1424649600 = 2015-02-23 00:00:00 (Monday) y:0
[43] x:1424736000 = 2015-02-24 00:00:00 (Tuesday) y:-0,01410742
[44] x:1424822400 = 2015-02-25 00:00:00 (Wednesday) y:0,2821411
[45] x:1424908800 = 2015-02-26 00:00:00 (Thursday) y:-0,08437137
[46] x:1424995200 = 2015-02-27 00:00:00 (Friday) y:-0,1173466
[47] x:1425081600 = 2015-02-28 00:00:00 (Saturday) y:-0,3383553
[48] x:1425254400 = 2015-03-02 00:00:00 (Monday) y:0
[49] x:1425340800 = 2015-03-03 00:00:00 (Tuesday) y:0,6271393
:
[258] x:1446595200 = 2015-11-04 00:00:00 (Wednesday) y:0,2880673
[259] x:1446681600 = 2015-11-05 00:00:00 (Thursday) y:-0,3013171
[260] x:1446768000 = 2015-11-06 00:00:00 (Friday) y:-0,09921569
[261] x:1446854400 = 2015-11-07 00:00:00 (Saturday) y:-0,05199698
[262] x:1447027200 = 2015-11-09 00:00:00 (Monday) y:0
[263] x:1447113600 = 2015-11-10 00:00:00 (Tuesday) y:-0,9269263
[264] x:1447200000 = 2015-11-11 00:00:00 (Wednesday) y:0,2290902
[265] x:1447286400 = 2015-11-12 00:00:00 (Thursday) y:-0,3905016
[266] x:1447372800 = 2015-11-13 00:00:00 (Friday) y:-1,386673
[267] x:1447459200 = 2015-11-14 00:00:00 (Saturday) y:-1,115202
[268] x:1447632000 = 2015-11-16 00:00:00 (Monday) y:0
[269] x:1447718400 = 2015-11-17 00:00:00 (Tuesday) y:1,510243
[270] x:1447804800 = 2015-11-18 00:00:00 (Wednesday) y:-0,0724082
[271] x:1447891200 = 2015-11-19 00:00:00 (Thursday) y:1,575814
[272] x:1447977600 = 2015-11-20 00:00:00 (Friday) y:-0,08561336
[273] x:1448064000 = 2015-11-21 00:00:00 (Saturday) y:0,3619419
[274] x:1448236800 = 2015-11-23 00:00:00 (Monday) y:0
[275] x:1448323200 = 2015-11-24 00:00:00 (Tuesday) y:-0,1138528
[276] x:1448409600 = 2015-11-25 00:00:00 (Wednesday) y:0,133035
[277] x:1448496000 = 2015-11-26 00:00:00 (Thursday) y:-0,01423482
[278] x:1448582400 = 2015-11-27 00:00:00 (Friday) y:0
[279] x:1448668800 = 2015-11-28 00:00:00 (Saturday) y:0,1138473
[280] x:1448841600 = 2015-11-30 00:00:00 (Monday) y:0
[281] x:1448928000 = 2015-12-01 00:00:00 (Tuesday) y:-0,4123516
[282] x:1449014400 = 2015-12-02 00:00:00 (Wednesday) y:0,9471617
[283] x:1449100800 = 2015-12-03 00:00:00 (Thursday) y:-1,013765
[284] x:1449187200 = 2015-12-04 00:00:00 (Friday) y:-1,390887
[285] x:1449273600 = 2015-12-05 00:00:00 (Saturday) y:1,937048
[286] x:1449446400 = 2015-12-07 00:00:00 (Monday) y:0
[287] x:1449532800 = 2015-12-08 00:00:00 (Tuesday) y:-0,6017892
[288] x:1449619200 = 2015-12-09 00:00:00 (Wednesday) y:-0,6675062
[289] x:1449705600 = 2015-12-10 00:00:00 (Thursday) y:-0,7727354
[290] x:1449792000 = 2015-12-11 00:00:00 (Friday) y:0,2563597
[291] x:1449878400 = 2015-12-12 00:00:00 (Saturday) y:-1,92497
[292] x:1450051200 = 2015-12-14 00:00:00 (Monday) y:0
[293] x:1450137600 = 2015-12-15 00:00:00 (Tuesday) y:0,5017197
[294] x:1450224000 = 2015-12-16 00:00:00 (Wednesday) y:1,042581
[295] x:1450310400 = 2015-12-17 00:00:00 (Thursday) y:1,453272
[296] x:1450396800 = 2015-12-18 00:00:00 (Friday) y:-1,513579
[297] x:1450483200 = 2015-12-19 00:00:00 (Saturday) y:-2,346543
[298] x:1450656000 = 2015-12-21 00:00:00 (Monday) y:0
[299] x:1450742400 = 2015-12-22 00:00:00 (Tuesday) y:0,8191307
[300] x:1450828800 = 2015-12-23 00:00:00 (Wednesday) y:0,901213
[301] x:1450915200 = 2015-12-24 00:00:00 (Thursday) y:1,229863
[302] x:1451001600 = 2015-12-25 00:00:00 (Friday) y:-0,1639662
[303] x:1451260800 = 2015-12-28 00:00:00 (Monday) y:0
[304] x:1451347200 = 2015-12-29 00:00:00 (Tuesday) y:-0,2269163
[305] x:1451433600 = 2015-12-30 00:00:00 (Wednesday) y:1,059915
[306] x:1451520000 = 2015-12-31 00:00:00 (Thursday) y:-0,7040205
[307] x:1451624400 = 2016-01-01 05:00:00 (Friday) y:-0,9935815

LeanChartsDumper.cs

using System;
using System.Collections.Generic;
using System.Globalization;
using System.IO;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using QuantConnect.Packets;

namespace QuantConnect.Views
{
public class LeanChartsDumper {
private const string DTFORMAT = "yyyy-MM-dd HH:mm:ss";

public static void Dump(BacktestResultPacket packet, string filename, string symbol) {
var sb = new StringBuilder();
sb.AppendLine(string.Format("{0} - LeanChartsDumper.Dump() to file: {1}",
DateTime.Now.ToString(DTFORMAT), filename));
sb.AppendLine("==============================================================");
sb.AppendLine("Algorithm: " + packet.BacktestId);
sb.AppendLine("Symbol: " + symbol);
sb.AppendLine("PeriodStart: " + packet.PeriodStart);
sb.AppendLine("PeriodFinish: " + packet.PeriodFinish);

const string indent = " ";
const int n = 50;

// Dump all charts
foreach (var chartKvp in packet.Results.Charts) {
sb.AppendLine("---------------------------------------");
sb.AppendLine("Chart name: " + chartKvp.Value.Name);

// Dump first and last n data points in all series in this chart
foreach (var seriesKvp in chartKvp.Value.Series) {
var s = seriesKvp.Value;
var valuesCount = s.Values.Count;
sb.AppendLine(indent + string.Format("Series name:{0} Index:{1} Type:{2} Unit:{3} Values.Count:{4}",
new object [] { s.Name, s.Index, s.SeriesType, s.Unit, valuesCount }));

// First n points
for (var i = 0; i < n && i < valuesCount; i++) {
var istr = "[" + i + "]";
// Get timestamp and convert to datetime
var xstr = TimestampAndDateTimeToString(s.Values[i].x);
sb.AppendLine(indent + indent + string.Format("{0,-7}x:{1, -48} y:{2}",
istr, xstr, s.Values[i].y));
}

sb.AppendLine(indent + indent + ":");

// Last n points
for (var i = valuesCount - n; i < valuesCount; i++)
{
var istr = "[" + i + "]";
// Get timestamp and convert to datetime
var xstr = TimestampAndDateTimeToString(s.Values[i].x);
sb.AppendLine(indent + indent + string.Format("{0,-7}x:{1, -48} y:{2}",
istr, xstr, s.Values[i].y));
}

sb.AppendLine("");
}
}

// Save to file
File.WriteAllText(filename, sb.ToString());
}

private static string TimestampAndDateTimeToString(long timestamp) {
var dt = Time.UnixTimeStampToDateTime(timestamp);
return string.Format("{0} = {1} ({2})",
timestamp, dt.ToString(DTFORMAT), dt.ToString("dddd", CultureInfo.InvariantCulture));
}

}
}

Where I called the dumper in QuantConnect.Views.WinForms.LeanWinForm.cs

private void MessagingOnBacktestResultEvent(BacktestResultPacket packet)
{
if (packet.Progress != 1) return;

LeanChartsDumper.Dump(packet, "LeanChartsDump.txt", "SPY");