Relation between PnL Value and Order amount

[Geeker1]

@polakowo

Hi, I have a specific issue related to order amount and PnL value.

Currently, this is how i define my portfolio

portfolio = vbt.Portfolio.from_signals(
    df_5min.close,
    high=df_5min.high,
    low=df_5min.low,
    open=df_5min.open,
    entries=buy_signals,
    short_entries=sell_signals,
    exits=None,
    short_exits=None,
    # size_type="amount",
    sl_stop=sl_stop,
    tp_stop=tp_stop,
    size=size,
    # fees=0.05, # 10% of stake amount
    init_cash=init_cash
)

init_cash=$1000
size=$20 on each order

The stoploss and take profit levels are triggered successfully. Everything works as expected except the return value.

The PnL is calculated based on the return percentage multiplied by the order amount, but I want the total order amount deducted. Not just a percentage of it. Basically, if stop loss is hit, take $20, else calculate based on the risk=$20 multiplied by the tp_stop value. Usually to get such value, I'd have to dramatically increase the size of the order but I do not think manipulating the size is the best approach.

Please let me know what I'm missing or a resource to look at for this use case. Thanks for this awesome library!