Apple Watch not tracking heart rate while sleeping

i have an Apple Watch series 3 that I have started to try to wear while I sleep. I put it in theater mode to lock the screen. But when I wake up and turn off theater mode, there is no heart rate tracking during that time. Is there a correct way to have the watch collect heart rate data while sleeping and is theater mode the right setting to put the watch in. I did install a sleep app called Pillow but it has not heart data (it has the permissions turned on) because the Health app has not data for that period either.