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Profit calculation ?????

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    Profit calculation ?????

    I do not know if this is a bug or just a strange way of calculating profit but I have been looking at the trades from a backtest and cannot reconcile the NT profit figure to the difference between the opening and closing prices. For example:-
    Action Entry Price Exit Price My Profit NT Profit
    Short 1.2355 1.2345 0.0010 0.000809388911372005
    Long 1.2368 1.2364 -0.0004 -0.000323415265200482

    Total for 118 trades -0.0012 -0.000675301

    This represents 1 days trades and the NT loss is only 50% of the actual loss. My figure agrees with the summary result

    Settings
    Include Commission = False
    Slippage = 0
    Fill Type = Liberal

    I attach a csv file, renamed as a .txt file showing the problem.

    PS I think that it would be an idea to allow csv files, as these are one of the main grid save as options

    #2
    Sorry file not attached in previous post.
    Here it is.
    Attached Files

    Comment


      #3
      Thanks for reporting in, we'll take a look - this is in 'Points' mode correct?

      Comment


        #4
        Sorry, I have retested and it appears that I have inadvertantly selected the percent option.
        I notice that the combo defaults to the percentage selection and I would suggest that this is the least useful option as the profit values are derived from the balance, which is liable to change. Saved results, taken over a periond, cannot be compared, if the balance has changed. I suggest that the combo defaults to points as this would facilitate the comparison of different versions of a strategy, saved at different times.

        Sorry again for the false alarm

        Comment


          #5
          Duncan, thanks for reporting back and for sharing your suggestion.

          Comment

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