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Ninjatrader Cumulative Profit Report

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    Ninjatrader Cumulative Profit Report

    Dear Sirs,

    After backtesting a strategy I receive a Ninjatrader Cumulative Profit Chart (ProfitLoss% Equity Curve). Could someone explain how the percentage of the profitLoss% will be calculated (formula) in NT7.

    Many thanks.

    Best,

    Rob

    #2
    Hello Rob,

    Thank you for your note.

    The Cumulative Profit in Percent is calculated using the following formula:
    • PRODUCT(1 + profit / entry price) of all trades - 1

    You can view the statistics definitions at the following link: http://www.ninjatrader.com/support/h...efinitions.htm

    Please let me know if I may be of further assistance.

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