I can understand how the $ value is calculated...
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Cumulative Profit %, $
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Cumulative Profit %, $
How do you calculate the % setting? % against what value?
I can understand how the $ value is calculated...Last edited by Oil_Trader; 08-28-2010, 02:24 AM.Tags: None
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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
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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%
Code:(81.14-80.86) / 80.86 * 100 = 0.3462%
Code:((81.15 - 81.23) / 81.15) * 100 = -0.0985828712%
AustinNinjaTrader Customer Service
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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.
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