Difference in Backtesting Results

[tjendra]

I was testing the same strategy. The only difference was for:

1. StrategyA, my entry used:
EnterLong((int)(PositionSizes),"LongA");

2. StrategyB, my entry used:
EnterLong((int)(PositionSizes/2),"LongA");
EnterLong((int)(PositionSizes/2),"LongB");

Which should translate to the same result since I did not change anything else except spliting the entry into 2 in StrategyB. However I get very different result on the "Cumulated Profit" and "Max Drawdown" in terms of % but almost similar result in terms of $ (refer to attached pic). Why is this so?

[NinjaTrader_Bertrand]

Hi, this is expected as with more trades you can achieve a faster compounding which Cumlatated Profit expresses - http://www.ninjatrader-support.com/H...tedProfit.html