Ok so i am indeed a fool.. It appears the above code is actually working! It turns out my error is from looking at the ‘Closed Position List’ vs the ‘Orders List’. I thought my strategy was opening lots of new positions on the same day but instead it is actually using multiple closing points in an unexpected way and therefore gives the impression of more trades in the ‘Closed Position List’.

I’ll leave this thread open in case anyone would like to draw from it or add other methods..

Many thanks