different results backtesting / strategy performance

[Mirandus]

Hi guys!

I have optimized a strategy and used the same parameter for backesting.

The Strategy Analyser tab shows different results. It´s the 23.04.2012

Did i missed something?

Thanks and Cheerz Mirandus

[NinjaTrader_Bertrand]

Mirandus, what tabs are you exactly comparing here?

The Strategy Analyzer backtest vs. the backtest directly from a chart?

Are you sure you're using the same session template for both?

[Mirandus]

Yes, exactly.

I use the same session template for both.

Picture 3: As you can see, the last trade ($143,00) is missing in the summery from backtesting (Strategy Performance -> Periods -> Daily)

Under Strategy Performance -> Trades the trades are the same as in Picture 2.

[NinjaTrader_Bertrand]

Over what time / date range do you let both run? I'm curious since the trade amount for both backtests seems to be strongly different (4 to 30+).

[Mirandus]

Just look at the 23.4.

Picture 1: This is the result from Strategy Analyser tab / Walk Forward with 4 parameters.
Picture 2: Here you see the 4 trades. If u sum up the trades, the result is $309,50. This is shown in Picture 1 and is fine so far.

If i run the backtest directly from the chart with same parameters, i got the same trades on 23.04 as you see in picture 2. Thats what i would expect. But the summery unter Strategy Performance -> Periods -> Daily for the 23.04. only shows $166,50 (Picture 3). I would also expect $309,50, because the trades are the same.

Is that a wrong assumption?

[NinjaTrader_Bertrand]

Thanks for your clarifications Mirandus, yes that difference is unfortunately a reported limitation you run into which is on my dev team's list for enhancing for our next major update.