Error in Strategy Analyzer reports

[NinjaTrader_JoshP]

Lou,

Please provide the Summary tab.

Quantity is not included when using percentage. The formula used is the PRODUCT one. If you want quantity, use a different calculation mode. You are asking for a currency calculation displayed as a percentage. This is simply NOT what percentage mode does. Percentage mode displays the information of the trades as derived based on percentages to begin with. If you want currency mode calculations but displayed in a percent you just have to do the last conversion yourself from the currency based info.

[bluelou]

Josh,
This is very strange but I was able to get the cumulated profit on the Summary page to match the # on the Trades page. I simply changed the calculation mode from percent to currency and then back to percent and suddenly several of the stats changed to their correct #'s on the Summary page.

Also, thank you for the tip on using the currency mode on the Trades tab. That's close enough to what I need. Sorry to be so aggressive.

Thank you for your help,
Lou

[StarBright2009]

Performance Mode for Backtesting

Per the article posted by NinjaTrader Josh in this Thread, Post #6, is it possible to change Performance Mode to Currency for Backtesting?

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?CumulatedProfit

Thanks

[NinjaTrader_Bertrand]

Sure, you can change the mode directly in the Strategy Analyzer toolbar - http://www.ninjatrader-support.com/H...verview37.html

Then the suitable formula for CumProfit will be used internally.

[StarBright2009]

Trying to understand Percent Mode

Thank you.

I am having difficulty understanding Percent Mode. In particular, I don't understand the concept of Cumulated Percent. I thought Cumulated Percent would be sum of the Profit Percents. How do I send you backtest results?

Thanks

[Anagoge]

The cumulated profit % formula is described in the help files (it is a product instead of a sum, so that it compounds). See: http://www.ninjatrader-support.com/H...tedProfit.html

[NinjaTrader_Bertrand]

Hi StarBright2009, did you follow the prior discussion on this concept in this thread here? There were also some example given and calculated out by hand to demonstrate. If you would like to send a screenshot of your results, please contact me at support at ninjatrader dot com Attn Bertrand

[StarBright2009]

Yes. I see the formula.

I don't understand the concept.

If I make 10% on my first trade and 5% on my second trade, I would think my cumulated percent would be 15%.

[Anagoge]

StarBright - you need to consider mathematical compounding. Imagine you start with 1000 and gain 10% twice. The first time your balance goes to 1100 (1000 * 1.1), and the second time your balance goes to 1210 (1100 * 1.1). If NinjaTrader didn't compound (as in your addition example or gaining 20% once instead of 10% twice) you would just have this at the end: (1000 * 1.2) = 1200, so you would be $10 poorer than "in reality".

[StarBright2009]

Thank you very much. Now, I understand!