I'm more concerned about my marked to market pnl rather than whether it's close or open positions. If you use a continuous system, you have to implement a FIFO accounting system which is not trivial. But let's not digress. Let's hear from the maestro.
You can know more or less your risk if you trade stocks, futures or forex. Every professional trader uses stops. The stop is the worst case scenario for the open positions. So you know more or less your risk for the open positions, as the fills can be slightly different when the stops are hit. Options might be more difficult I think.
If you feel something is wrong it can already be too late. Things can already be wrong a long time before you notice it. What is published on internet is there for ever and freely accessible for reverse engineering for the whole world. I wonder what the benefits for you are from posting on SF? I would never share anything as it only can bring bad things.