Strategy analyzer

[kot_filemon]

Hello,

how works strategy analyzer?
I'm asking because I saw something strange after backtest of the system (two setups), example:


Cumultative profit 3,8% 2,5%
Sharpe 0,84 0,91
% profitable 64% 77%
ratio ave. win/ave. loss 0,68 2,76

How is it possbile?

[NinjaTrader_DaveI]

Hello,

Can you please clarify what appears to be wrong with these statistics? Are you seeing different results by your own calculations?

I look forward to your reply.

[kot_filemon]

Hello Dave,

thank you for answer.

I asked, because for me it was not possible reach better result (cumultative profit) if ratio and profitable percent were less.
You can check it by NextDimension_Equity_Curve_Calculator

If ratio is 0,68 it is mean that only ~40% is profitable

Win/Loss Ratio=Winning Trades/ Losing Trades
0,68=~2/3

SL and TP were always the same.

[NinjaTrader_DaveI]

Thank you -- I see what you mean now. Can you tell me what your Avg Winning Trade and Avg Losing Trade stats are for the first scenario?