We reviewed this internally and found an issue with how it compensates for changes in market exposure (resize) for short positions. This 'resize' value is used to cancel out the effect of increasing or decreasing market exposure when computing 1-day performance. It needs a bit more work to handle cover transactions properly. I will continue working on it and get back to you.
Has this been resolved?
I upload the IBKR borrow fee and rebates with a cronjob via the api on a weekly basis such that (at least) I have the current shorting costs.
Would be interesting to start trading with it in Manage if that now indeed shows the correct performance.
@Victor1991 Unfortunately, the work had been shelved and this issue was left unresolved because the solution would involve tracking the historical cost basis of short positions, a figure that's hard to know for any given date given the current strategy infrastructure.