Slippage and commission applied to Percent Profitable in Strategy Analyzer results?

[adamus]

It appears that the Strategy Analyzer shows Percentage Profitable trades before taking into account slippage and commission - is this intended?

Thanks

[NinjaTrader_Brett]

Hello,

Thank you for your forum post.

Are you showing the commissions are being included, what do you show for commissions cell does it have a value here? As in my quick test with the Account performance test with commissions enabled this was included in the Percentage profitable calculation.

I look forward to assisting you further.

[adamus]

Hi Brett,

I don't know why it was doing what it was doing. I had exported the results into Excel and I had the results with commissions and slippage in one sheet and without slippage and commissions in another sheet. All the other columns were showing radically different profits, losses etc.

I had configured excel to show only 0 decimal places and then I just set it to 2 decimal places and I can start to see differences between the Percent profitable numbers.

It must be an idiosyncracy of this data set, I've never seen such a small impact on the percentage profitability.

[NinjaTrader_Brett]

Hello,

Sounds good.

Let me know if I can be of further assistance.