The tax application for capital gains and capital losses are different for segregated and unsegregated assets.
If your SMSF only has used assets segregation method to support the pension accounts, you should ignore any realised capital gains or capital losses. In other words, the net capital will not be taxed or the net capital losses will be carried forward. So, no capital gains will not be included in the calculation of exempt current pension income (ECPI).
This will be quite different if you has not unsegregated any current pension assets. The capital losses that arise are not included when you calculate assessable income. If your SMSF has a net capital loss, it can be carried forward to offset any assessable capital gain in future years. And the net capital gains will be included in the calculation of exempt current pension income (ECPI).
In conclusion, SMSFs have the ability to carry forward net capital losses even when all members are in pension mode and where assets are unsegregated.