A day with no fills tells me very little about whether a position was still open. I could be waiting for an entry or holding a trade from earlier in the week. I'd want those days separated in a swing trading journal.
For a review of BTC spot trades on BYDFi, I'd start with the BTC balance at the beginning of the period, then use the completed trades in Trade History to build a calendar in my own spreadsheet. Starting with that balance would keep a position opened before the review period in the record. I'd mark BTC transfers separately from buys and sells so they weren't mistaken for trade entries or exits.
Suppose the only BTC position opens on Monday and is fully sold on Friday, with no fills or transfers in between. Tuesday through Thursday were still days in the market. If the next buy comes the following Wednesday and no BTC is transferred in, the interval after Friday's sale was spent without a BTC position. Both stretches have days with no fills, but the exposure is different.
Do you keep a daily position balance for this, or reconstruct it when reviewing the month? I'd like to compare time spent holding with time spent waiting for the next entry, including the days when nothing appears in the trade list.