Are dividends included in the return of a system?

The dividends are included. Matthew posted this as an answer to a related question:
"Dividends are added to your Model Account’s cash on the pay date (not the ex-dividend date). You won’t see them added to a single position’s profit-loss, but they will be added to your Model Account cash. You can see itemization of all dividends paid by clicking the magnifying glass in the upper right of your system’s main chart."

Hope that helps.

thanks Alexander.