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?
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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?Tags: None
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Originally posted by NinjaTrader_Bertrand View Posttjendra, thanks for the post - which order handling setting do you use under Tools > Options > Strategies > NinjaScript?Last edited by tjendra; 06-10-2009, 08:58 PM.
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