The Performance object holds all trades and trade performance data generated by a strategy.
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A NinjaScript strategy can generate both synthetic trades (historical backtest trades) and real-time trades executed on a real-time data stream. If you wish to access only real-time trades, access the "RealtimeTrades" collection
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The first trade of the "RealtimeTrades" collection will contain a synthetic entry execution if the strategy was NOT flat at the time you start the strategy.