Wow, I am astonished, I had small slippage as my setting in the model (but not in the info) and not only did unchecking this correct the issue in backtrader but transferred my live position t-0 line.
Solved a lot of other issues I struggled with too (how SPX trades looked so much better than RUT in OV modelling). My current RUT M3 trade (negative 90 delta) is now flat with a 5% drop versus down $9,000 with small slippage. Have been taking on excessive negative delta and getting hit on upside due to this.
Do not get the rationale behind slippage affecting my t-0 line but very glad I found out.
Thanks a lot John.