why are future day trades not reported as day trades when you have on overnight trades of the same futures market. C2 just adds them all up then when the longer term trades are exited, C2 then just adds up the results as 1 position. This accounting method does not represent how the strategy was traded. Example: Have on Long term trade of 4 NQ contracts. Then day trade 2 NQ contracts 4 times before getting out of the 4 NQ long term trade contracts. The day trade results are not shown as day trades. Once the longer term 4 NQ contracts are exited, then a total one time 8 contact NQ trade is shown as the trade with many dates. If the original 4 contract NQ trade was a loss but the 4 day trade were winners. This would skew the win/loss towards the loss column. Why doesn’t C2 treat day trades as day trades when trading long term and day trades in the same futures contract?