Cumulative Profits for unique entries.

[tjendra]

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?

[NinjaTrader_Bertrand]

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

[tjendra]

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.

[NinjaTrader_Bertrand]

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

[tjendra]

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.

[NinjaTrader_Bertrand]

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!