I am working on creating a trading algorithm that uses adaptive stop losses to lock in profits and control drawdowns. I am in search of a way to see the progression of unrealized P/L in order to characterize unrealized P/L behavior as each trade moves through the time domain. The dream is having time on the X axis, and unrealized P/L on the Y axis. Each trade starting at the origin and ending where it is realized. Does anyone know where this can be done in backtesting? (preferably with the ability to quickly switch between tickers and timeframes).
Also any literature recommendations regarding adaptive stop losses are highly welcomed!