Randy, I think there was a bit of a misunderstanding here. I just sent you a new explanation of the behavior that I will also share it here, so that anyone else facing this problem can get a better idea of what's going on under the hood.
In live, broker-backed trading, your positions and order history are read directly from the broker. As you place orders, they are sent to the broker. Each night, live servers and paper trading servers are shut down. Every morning the servers boot back up and your algorithm 'warms up' by reading the positions and order history directly from your brokerage account. However, the state of your algorithm, including variables, models, etc. are re-simulated. This is done because live servers do not persist overnight. One of the reasons we do this is that we sometimes push software changes that can not be done while live servers are running.
In paper trading, the same process occurs, only there is no brokerage account to read positions and orders from. The re-simulation step is used to re-gain the 'state' of the algorithm including variables, models, positions, etc. each morning. The order history is not retrieved this way, it is instead recorded as you see on your dashboard. One of the limitations of Fetcher is that none of the data in the CSV file with a date in the past can be removed, added, or changed or it will cause a divergence between the re-simulated state and the live sessions. This behavior is simply not supported on Quantopian.
The graph you see on your live dashboard is not a part of the re-simulation. Each day, only the new day's activity (including P&L and orders) is generated from the live algo. The re-simulation simply allows the algorithm to re-gain its state every morning when the server boots up. In the screenshot you shared, the big jumps at the start of each trading day highlight the divergence between the re-simulated state and the current day.
I hope this helps.
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