R blotter package Why is there no accumulated profit and drawdown on the chart?

I'm learning a blotter and have implemented a tidal strategy. (by the way, please check if I did everything correctly). The strategy can have only one position 1 buy -1 sell

library(blotter)
library(xts)
set.seed(1)
times <- seq(as.POSIXct("2016-01-01 00:00:00"), length = 30, by = "sec")
price <- round(cumsum(rnorm(30))+999,2)

signal <- rep(0,30)
signal[5] <- 1  # open long
signal[15] <- -1  # close long open short

dat <- xts(cbind(price,signal),order.by = times)



initDate='1997-12-31'
initEq=1000

currency("USD")
stock("dat",currency="USD",multiplier=1)

ltportfolio='my'
ltaccount='my'

initPortf(ltportfolio,'dat', initDate=initDate)
initAcct(ltaccount,portfolios='my', initDate=initDate, initEq=initEq)
verbose=TRUE


for(i in 1:nrow(dat)){
  
  CurrentDate <- time(dat)[i]
  # getEndEq(ltaccount, CurrentDate)
  
  # get current open position
  open_position <- getPosQty(ltportfolio, Symbol='dat', Date=CurrentDate)

#####################  
##### open long #####
##################### 
  if(dat$signal[i]==1){
    # if there is an open short position, close it
    if(open_position < 0){
      addTxn(ltaccount, 
             Symbol='dat', 
             TxnDate=CurrentDate, 
             TxnPrice=dat$price[i],
             TxnQty = -open_position , 
             TxnFees=0, 
             verbose=verbose)
    }
    
    # open long position
    addTxn(ltaccount, 
           Symbol='dat', 
           TxnDate=CurrentDate, 
           TxnPrice=dat$price[i],
           TxnQty = 1 , 
           TxnFees=0, 
           verbose=verbose)
  }
######################
##### open short #####
######################
  if(dat$signal[i]==-1){
    # if there is an open long position, close it
    if(open_position > 0){
      addTxn(ltaccount, 
             Symbol='dat', 
             TxnDate=CurrentDate, 
             TxnPrice=dat$price[i],
             TxnQty = -open_position , 
             TxnFees=0, 
             verbose=verbose)
    }
    
    # open short position
    addTxn(ltaccount, 
           Symbol='dat', 
           TxnDate=CurrentDate, 
           TxnPrice=dat$price[i],
           TxnQty = -1 , 
           TxnFees=0, 
           verbose=verbose)
  }
}


updatePortf(ltportfolio, Dates = CurrentDate)
updateAcct(ltaccount, Dates = CurrentDate)
updateEndEq(ltaccount, Dates = CurrentDate)

the problem is with this chart

 chart.Posn(ltportfolio, Symbol = 'dat')

It does not show either accumulated profit or drawdown, but it should do so by default, at least in all examples it does so.

That is, the graph should look like this by default

Great job on providing a reproducible example! The issue is that you're providing Dates = CurrentDate in the call to updatePorf(). That means you're only valuing your trades on one date (CurrentDate). You probably mean to value them on every date. You can do that by omitting the Dates argument.

updatePortf(ltportfolio)
updateAcct(ltportfolio)
updateEndEq(ltportfolio)

chart.Posn(ltportfolio, Symbol = 'dat')

Now the chart has cumulative PnL and drawdown.