WFO results Tabs - contradicting net profit

[michaelsh]

Hello,

Strange behavior in walk-forward optimization.

"Walk Forward Optimization" Tab shows Total net profits of $97,553.37 + $83.96 which equals to $97,637.33

"Instruments" tab shows Total net profit of $72,448.54

See attachments

I thought they should be equal.

Any idea?

[NinjaTrader_PatrickH]

Hello michaelsh,

Thank you for your post.

What were the settings used on your Walk Forward that returned these results?

I see the end date on the instrument tab is 12/31/9999.

I look forward to your response.

[michaelsh]

Patric,

12/31/9999 is an Expiry date and this is my parameter, please disregard it.
WFO is from 1/1/2010 - 1/1/2013. Opt. period is 365, Test Period is 730.
Optimizer is default.
When I run WFO again, I see normal result.
Have anyone reported this issue before?

[NinjaTrader_PatrickH]

Hello michaelsh,

Thank you for your response.

I have not seen this reported in such a manner before. Although using Currency for the reporting (rather than Points or Percent) this can occur with Forex instruments in some cases due to conversion rates for the currencies.

Besides the settings you have provided, can you re-produce on the SampleMaCrossOver with the X instrument or another instrument?

[michaelsh]

I'm working on that.
I'll post more info about problem as soon as I encounter it again.
At this point I guess I'll have to double-check all WFO results.