Back testing using historical data : Trade Performance nonsensical

[halgo_boulder]

For the past couple days I've had this new problem... often if I run a back test, the results don't match the trade performance.

I've tried resetting my database a few times.... it does not solve the issue.

The issues are
1. this is a long only strategy. There should be zero short trades
2. the end amount doesn't match
3. the long only amount doesn't match either

The back test shown here is from 1/1/24 to 2/7/24

NOTE: this is using historical data with tick, minute, bid, ask, last
I have also deleted and re-loaded the data.

When I watch the replay it does as expected... it's just the trade performance that is off.

[NinjaTrader_Emily]

Hello halgo_boulder,

Thank you for your post.

Are you referring to a NinjaScript Strategy or an ATM strategy? I see in your ATM strategy dropdown you have "z Trail 40" selected. You also have a question next to this template name in the Trade Performance filters. What are your questions about the accounts and templates in Trade Performance?

In Trade Performance, please check the Orders and/or Trades displays and review the "Strategy" column to see which orders are tied to your strategy and which are not.

If this is a NinjaScript Strategy you are working with, please review the results from the Strategy Performance window. You may access this by right-clicking the chart on which your strategy is applied > hover your cursor over Strategy Performance > select Real-Time, Historical, or Historical & real-time to view the results. For more information:

https://ninjatrader.com/support/helpGuides/nt8/running_a_ninjascript_strategy.htm

Please let me know if I may be of further assistance.

[halgo_boulder]

Hi Emily,

The strategy is a ninjascript strategy.

The ATM strategy is just one of my presets and is not related.

The question marks are related to the big difference in performance results compared to what is actually in the PnL field on the chart itself after running the strategy.

I will try the strategy performance route to see what that yields.

Thanks.