I have found a bug in how Ninjatrader presents the data of backtesting and optimization with multiple instruments.
In this video: http://screencast.com/t/t6t3fdU6NKqt
You can see how I backtest a strategy in AUDUSD 2 times with the same parameters.
And I Always get the same results: 9 trades, 2.29 profit factor that is the correct working of the strategy.
Then I do a multiple instruments backtesting 3 times using the same parameters:
1st Multiple backtesting I get for AUD 15 Performance and number of trades 13. But be aware! when I analize the data of the trades, they are the corrects ones, 9 trades as before.
2nd Multiple Backtesting I get different results: 7 Performance with 7 trades, but I again if I go to Trades Tab, it seems it has done the same trades 9 trades.
3rd Multiple Backtesting go back to the correct one, 9 trades, 2.29 profit factor....
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So this bug seems to be related on how the data is presented in the instruments tab of a multi-instrument backtesting, because the data is correct if you select the instrument and go to "Performance viewer".
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