Cumulative Profit %, $

[Oil_Trader]

How do you calculate the % setting? % against what value?

I can understand how the $ value is calculated...

[NinjaTrader_Brett]

Hello,

Thank you for your note.

Please see this page for the calculation, goto Understanding Cumulated Profit.

http://www.ninjatrader.com/support/helpGuides/nt7/statistics_definitions.htm

Let me know if I can be of further assistance.

[Oil_Trader]

So essentially the divisor of the cumulativeprofit(%) in percent is the sum of all average exit prices?

Is there a way where it can be the starting account size in the main options window?

It's find to hard a relative value on this cumulativeprofit(%) number.

it's misleading because it is not constant. the purpose of a percentage is to compare its relativity with a static object, not a moving object....

This is not quantum physics

[NinjaTrader_Austin]

Oil_Trader, the percent values from the backtester are based on the trade's performance. If it is a long trade, the calculation is as follows (exit price - entry price) / entry price * 100 = % gain/loss.

Please see the attached screenshot for how I verified this. The entry for a long trade was 80.86 and the exit was 81.14 for a profit of 0.35%

(81.14-80.86) / 80.86 * 100 = 0.3462%

0.3462% rounds to 0.35%, and for the second (short) trade:

((81.15 - 81.23) / 81.15) * 100 = -0.0985828712%

-0.0985% rounds to -0.10%.

[Oil_Trader]

Yes on a per trade basis that makes sense...but on a cumulative basis IN THE SUMMARY PAGE, it doesn't make sense from a portfolio standpoint.

[NinjaTrader_Brett]

Hello,

If you let me know your preferred method of this please let us know the calculation and I can send it into development to possibly add to a future version of NinjaTrader!

Let me know if I can be of further assistance.