You are so very correct, I do not have a 6 month trading record, I have a 5 month account started at USD5,000 that has a cash value now in excess of USD23,000
To be honest, it seems like whoever taught you how to use Saxo didn't teach you very well. They don't seem to have explained to you the difference between your "available cash" (which doesn't include the negative value of the options you're short) and your "account value" (which does), and I think that's tripping you up?
No I don't and all the traders I know don't also. Profitability of a trade is calculated only AFTER the trade is closed. You don't say your trade is profitable when it is still open...traders are highly superstitious
This is simply not true. Traders might be "superstitious", but market risk teams are relentlessly quantitative.
Positions get marked-to-market every day or every tick of the clock. If nothing else, Saxo's systems are going to shut you down if an open position starts losing too much money; that's what that "account value shield" thing is.
No trader uses Vega.
MM use Vega in their calculations and they are the only ones that do. You CANNOT trade Vega
This, also, is simply not true. Completely aside from the fact that vol swaps exist—they're literally a pure vega position! that's their entire reason for existing!—if you're trading options you have a vega position (exposure to volatility) whether you like it or not.
If you have the ability to hold options to expiration, then you can handwave your vega away (I do this on the options positions that I use as hedges for other stuff, like my "house in Australia" hedge).
But if you're, I dunno, short 100x your account value in short strangles that aren't a hedge for anything, a big move up in FX vol is going to lead to some awkward conversations with the margin clerks. Whether or not you think vega is a thing, mark-to-market losses are definitely A Thing.