Discrepancy Between Trade Performance and Strategy Performance

[GLFX005]

Hello staff,

I would like to tell you about what I believe is a bug that I've often encountered as of late.
There's a discrepancy in the results between two different reporting sources.
The Strategy Performance was summoned by right-clicking the relevant strategy in the Strategies tab and selecting (Strategy Performance > Real-Time).
The Trade Performance was summoned by selecting (New > Trade Performance).

They do not show the same results, and it is the Strategy Performance variant that accurately shows what the strategy has produced.
Let me know if there's anything I can do about this, or if I can provide you with further information.

I'm looking forward to your reply, thank you.

[NinjaTrader_PaulH]

Hello GLFX005,

Thanks for your post.

The Trades Performance report provides data from all trades, including manual, ATM, and strategy made. A strategy performance report would provide data based on just that strategy's performance.

Based on the above, are you certain you are comparing trades only by the strategy?

if so and these show a difference, please feel free to post supporting data. (like the trades display that shows trade entry/exit price and times).

If you would prefer not to post your real-time trade results, you are welcome to write into PlatformSupport[at]NinjaTrader[dot]com, mark the e-mail Atten:Paul, Ticket# 2724014. Please include a link to this forum thread.

[GLFX005]

Hello Paul, thank you for your reply.

I stupidly forgot to attach an image showing the difference I am observing to my initial post. Please see the image attached to this post.
And yes, I am certain that I am comparing trades only made by a strategy, because I do not trade any other way.

[NinjaTrader_PaulH]

Hello GLFX005,

Thanks for your reply.

Can you provide a screenshot of the same data but expand the entry time and exit time columns so that we can see the specific times?

Thanks in advance.

[GLFX005]

Hello Paul,

As per your request I post this message with a more detailed image in the attachments.

[NinjaTrader_PaulH]

Hello GLFX005,

Thanks for your reply.

After review of the information, we would like to have you provide the source code for your strategy and the steps needed to reproduce the results on our end.

Please write in to us at PlatformSupport[at]NinjaTrader[dot]com, mark the e-mail Atten:Paul, Ticket# 2724014. Please include a link to this forum thread.