The statistic has a different purpose. As I understand, it shows what the profits (or losses) would have been in case all your limit orders would have been converted to market orders at the time the order was filled by C2. I think the statistic is not without controversy, in particular because it relies on the assumption that subscribers need to, and will, convert limit to market orders automatically. However, this does not take into account the possibility that all subscribers simply will get filled at the limit and don’t need to convert to a market order.
The statistic has a different purpose. As I understand, it shows what the profits (or losses) would have been in case all your limit orders would have been converted to market orders at the time the order was filled by C2. I think the statistic is not without controversy, in particular because it relies on the assumption that subscribers need to, and will, convert limit to market orders automatically. However, this does not take into account the possibility that all subscribers simply will get filled at the limit and don’t need to convert to a market order.
