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Strategy Analyzer: Performance only appears in Instruments grid, not in Summary

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    Strategy Analyzer: Performance only appears in Instruments grid, not in Summary

    Just realised that I can't see the strategy performance number when I'm doing a backtest on a single instrument, because it doesn't appear in the Summary tab in the Strategy Analyzer.

    Surely this is an oversight?

    To get the performance statistic for a single instrument, I have to make sure I run the strategy on a list, so that the Instruments tab appears above, which has a Performance column.

    Thanks

    #2
    adamus, per default this would be the profit factor achieved by the individual symbol, so it would be shown in the summary tab.

    Comment


      #3
      Bertrand,
      I think we're talking at cross purposes.

      I'm not worried about the profit factor, that's fine. I mean the 'Performance' column, as circled in the attachment. It doesn't appear in the Summary.
      Attached Files

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        #4
        Sorry I don't follow you, if you backtest this is the profit factor - if you optimize this will be the performance criterion you choose to rank the results accordingly with and it would be displayed if you optimized a single instrument only as well. It would not be displayed for a single instrument backtest, as it's replicating the profit factor in this case.
        Last edited by NinjaTrader_Bertrand; 05-18-2010, 07:54 AM.

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          #5
          Just realised that I never knew what this column was despite thinking I did.

          But it's not the Profit factor. That's in column 6 and you can see the numbers are different. If it's what I chose in the Strategy Analyzer Optimize properties "Optimize on...", then it's the Total Net Profit divided by the max drawdown, which is a custom job I did myself.

          Is that what you mean?

          Comment


            #6
            Correct, it's your 'optimize' on criterion when you optimize, when you just backtest it's the profit factor.

            Comment


              #7
              I understand now. Thanks.

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