Cumulative Profit Percent Calc

[aarone]

A bactest in Crude showed an increase in profit volatility when looking at the cumulative profit graph in percent. This is not as visually noticable when looking at the same graph in currency. Is this percent calculated from the commodity price/value? That is the only explanatipon I can think of as crude has seen a huge reduction in price which would mean the same daily PNL would be a larger percentage of contract value and therefor appear as larger swings in the cumulative profit graph.

Is this the proper explanation?
Thanks

[NinjaTrader_PatrickH]

Hello aarone,

Thank you for your post.

The Percent calculation is as follows for Cumulative Profit: PRODUCT(1 + profit / entry price) of all trades - 1

You can find information on all the statistics at the following link: http://www.ninjatrader.com/support/h...efinitions.htm

Please let me know if you have any questions.