interpreting multiple market backtesting results

[uday12]

Suppose I have a strategy which trades 1 contract of ES (as the primary) and 3 contracts of ZB (US 30-year treasury).

If I backtest the strategy, will the results like returns, sharpe, drawdown etc., be calculated based on ES's contract value (because it is the primary)?

Is it possible to write a strategy that has a notional amount, say $1 mn, in addition to saying 1 contract of ES, 3 contracts of ZB etc., so that when statistics like drawdown, returns, etc. are calculated and shown in the backtest, they reflect the notional amount, instead of the contract value of say ES or ZB?

More specifically, is it possible to write a strategy for a "portfolio" where the rules for different markets (ES, ZB, CL, GC, etc.) are different?

[NinjaTrader_ChelseaB]

Hello uday12,

Trades made to a secondary series do appear in the Strategy Analyzer results as well as the Strategy Performance results when running a script in real-time.

Trades made to a secondary series will not appear on a chart, however.

It would not be possible to alter the performance results.

Yes, you can write a script that behaves differently with different instruments by writing conditions that are specific to the Instrument.MasterInstrument.Name.