Strategy Tab and Account Performance Tab

[birdog]

Hey folks:

I have noticed that when running strategies and viewing the unrealized and realized result and then running a Account Performance Tab report for the same account and time frame there are totally different numbers from what I see in each.

I have done this many many times both while the strategies are still running and manually calculating the Strategies tab and running reports in the account performance tab. I have also run these reports after the strategies are flat.

I realize the account performance only shows realized p&l's too.

So, what would there be huge discrepancies between them?

I assume the final Account Performance Tab will accurately show the final results properly regardless of what the numbers show on the strategies tab realized p&l column?

Are there any know issues so I can be aware?

Thanks...

[NinjaTrader_JC]

Hello birdog,

There are no issues that I am aware of but the Strategy Position and the Account Position can be two separate items which can be very different that you may want to check before comparing the two together. Also, are you singling out a specific account and Instrument in your Account Performance so it will not give you the report of all of them at one?

[birdog]

I know about strategy vs acct positions...it is not that...also, yes the correct acct is chosen along with instruments. Let's just make it simpler. When I close or flatten all strategy positions, sometimes what is seen in the strategy tab realized profits is different than what is seen when calculating the acct performance tab realized profits. yes, the same date, acct, instruments, etc etc etc are chosen. what can cause this behavior and how can it be avoided?

and which is most reliable for knowing what the realized profits actually were?

when it does happen it is significant differences...


via mobile...

[NinjaTrader_JC]

Hello birdog,

Let me try to clarify. You are comparing two different items which is the reason why they are not matching up. The best way to get them to match is to have a strategy to only process on Real-time data, that way any orders that the strategy sends signals the Account and Database are going to match up. The main reason why they are not matching is that if you have any Historical Orders it is almost impossible to get them to match your Account and/or Database which is why you can see different results.

Let me know if you have any further questions.