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This is the only way I know how to save daily Net Profits available from the TS Strategy Performance Report --
Go to the Periodical Returns tab at the bottom. Choose the report type to Daily on top. Then press Control-C at the same time to copy the whole page and paste to an Excel spreadsheet page. Delete the columns that you don't need. The example in the attached screen capture shows also the days with no strategy buys or sells.
Hope that helps.
~ Bill
The TS Performance Report only show Daily data when you are in a trade. If there is no trade, there is no daily data reported (weekends or weekdays).
The only way around this is within the strategy have a print statement to send the Daily equity to a file, where each new day has an entry (which might be zero).