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Cumulative Profits for unique entries.

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    Cumulative Profits for unique entries.

    In my strategies, I use 2 sets of unique entries. But the performance summary using % during backtesting seems to be based on only 1 set of unique entries rather than the strategy as a whole.

    E.g. In the strategy, I bought 2 sets of 100 shares (unique entries) of a $10 stock = 200 shares at $2000. I made a 10% profit, i.e. a $200 profit. The performance summary will report the cumulated profits in currency correctly. However when I switch to show in %, it shows a 20% profit instead of a 10% profit. Even the Max Drawdown % figures is doubled. Why is that so?

    #2
    tjendra, thanks for the post - which order handling setting do you use under Tools > Options > Strategies > NinjaScript?
    BertrandNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Bertrand View Post
      tjendra, thanks for the post - which order handling setting do you use under Tools > Options > Strategies > NinjaScript?
      Per Entry Execution. But I tried using By Strategy Position and it doesn't make a difference.
      Last edited by tjendra; 06-10-2009, 08:58 PM.

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        #4
        Thanks for the reply tjendra, are you talking about the 'Account Performance' or the 'Strategy Analyzer' backtesting results section?
        BertrandNinjaTrader Customer Service

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          #5
          Originally posted by NinjaTrader_Bertrand View Post
          Thanks for the reply tjendra, are you talking about the 'Account Performance' or the 'Strategy Analyzer' backtesting results section?
          I am talking about the 'Strategy Analyzer' backtesting results section.

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            #6
            tjendra, thanks - tried reproducing this on my end here, but get correct % drawdown figures for unique entries scripts - if you like you can contact me at support at ninjatrader dot com with instructions how to best reproduce this. Thank you!
            BertrandNinjaTrader Customer Service

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