Yes, I normally update the manual every time when such issues come up.

The purpose of ignoring the results of open-end trades, but keeping their effect on the equity curve is testing systems with long-term trades such as grid traders. Closing open trades at the end has a strong "end effect" on the performance, resulting in wrong performance statistics when the test period is not sufficient long.

However the effect on the equity curve must not be ignored, because it would also happen in live trading even when those trades are not premeturely closed.