Realized vs Total Net Profit

[reynoldsn]

I don't think I've ever seen this before.
Market replay finished and I show Realized of $1,330
I right click the strategy to display Strategy Performance and get a Total Net Profit of $520.
Why wouldn't those numbers match?

[NinjaTrader_Jesse]

Hello reynoldsn,

Are you limiting the results by selecting just historical or just realtime? Does it match the realtime + historical report?

[reynoldsn]

I'm still testing but I've included this in OnBarUpdate:

if (State != State.Realtime) return;

I'm guessing the historical trade was being included in Total Net Profit but not Realized.

[NinjaTrader_Jesse]

Hello reynoldsn,

Yes the historical trades will contribute to that value if the strategy transitioned into realtime and closed a position. Using the return statement you have shown will prevent the strategy from placing historical trades.