When a backtest has finished, I can download the results in the overview page and receive a JSON file. I can find the backtest NAV under ["Charts"]["Strategy Equity"]["Series"]["Equity"]["Values"]. However, I am a bit confused about the format of the timestamps. I assume they are UNIX timestamps. (?) When I convert them to python/pandas timestamps, I observe that the NAV is only updated at seemingly random times during the day (even though my strategy is running using minute options data and only one trading event is triggered at the beginning of every month).

Here is a count of all hours where NAV updates are recorded (New York make):




Could you explain to me what is happening here? Is there a possibility to retrieve the NAV in higher resolution? I want to build a meta strategy with an ML model on top of it and the results are way too good. This makes me think that there is something wrong with the timestamps of the NAV.