Commissions included?

[Turtle Trader]

Hello,

Are commissions included in the following?

Control Center -- Strategies Tab -- Realized

Control Center -- Account Performance -- Trades -- Profit/Cum Profit

Thank you

[NinjaTrader_Chip]

Hello Turtle Trader:

Thank you for your post.

Cumulative Profit in NinjaTrader is defined as:
Currency: SUM(profit * quantity * point value) of all trades

Percent: PRODUCT(1 + profit / entry price) of all trades - 1

Points: SUM(profit * quantity) of all trades

Where profit is defined as (exit price – entry price) for long trades and as (entry price – exit price) for short trades, quantity is defined as the number of contracts traded, and point value is defined as the monetary conversion of each point (e.g. 100 for currency pairs).

This statistic returns a value representing a summation of all the profits earned by all your trades. It can be interpreted as a performance measure for your strategy.

and Gross Profit as:
SUM(profit * quantity) of all winning trades

where profit is defined as (exit price – entry price) for long trades and as (entry price – exit price) for short trades and quantity is defined as the number of contracts traded.

This statistic returns a monetary value representing a summation of all the money earned across all your trades with your strategy.


If you would like to add these commission values you can always use the Export to Excel feature in NinjaTrader & then perform the desired calculations.

Please let me know if I can answer any additional questions.