Yes, but problem with that is that the cancelled trade completely disappears from Zorro's grasp, thus it is lost from any performance report. The above code is messy because I tried to re-enter the cancelled trades in order to leave the performance measures intact.

Can you tell me how Zorro internally handles its performance variables? Does it iterate over all trades to calculate the performance report from scratch or does it keep a variable for the overall profit for example that is added up whenever a trade closes and then printed to the performance report?