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Back Test Cumulated Profit
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I have varying prices and even a varying number of executions on each end in my Excel trade tracker - it calculates by total round-turn and works correctly. If i have one order with three 5%-net executions, it is 5% cumulative profit in the end, not 15% as in NT.Originally posted by NinjaTrader_Josh View PostAll calculations have to go by executions as varying prices influences it.
I am just trying to use the reporting as you have it coded. Currency mode is a bit better in some respects, but it shows a cumulative profit of about $13k, while the sim account shows about $5.8K - there are issues everywhere.Originally posted by NinjaTrader_Josh View PostYou are trying to mix a calculation mode of currency with percentage.Last edited by KrisS; 08-21-2009, 06:46 PM.
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