Hi - I am trying to figure out why the returns that are shown are 1 day ahead of when the returns occurred.  This backtest covers Oct 1, 2021 to Oct 19, 2021.  It makes 2 trades that entire time.  It enters a position on 10/12 in the morning and closes it for a profit in the afternoon.  On the resulting graph, it shows Equity increasing on 10/12, but return = 0.  Then, on 10/13, it shows a Daily Performance of 7.29%, but not trades were made on 10/13 and no positions were open.

119259_1634732002.jpgGain occurs entirely on 10/12, shown on 10/13.