Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Total Net Profit != Cumulative Profit?
Collapse
X
-
Total Net Profit != Cumulative Profit?
I'm new to ninja trader so this might be a simple question but this is puzzling. I ran a walk forward optimization and the Total Net Profit = Cumulative Profit for all entries under the walk forward tab, however they are not equal under the Instrument tab. I have set both slippage=0 and commission=false. Please see attached files for more details.Tags: None
-
Could you elaborate on what you mean by the "entire test" and "optimization and test periods only"? When I look at the walk forward results grid then that is the entire test correct? Which is made up of individual optimization and test periods where if I add the columns for Total Net Profit and Cumulative Profit I get equal results.
Comment
-
Hello,
If you look at the Walkforward tab, you will see that there are multiple runs of a single instrument. The Total Profit and Cumulative Profit you see from the Instrument tab is giving you the total of both of these runs.
So the instrument tab gives you the sum of all of the optimizations, whereas the individual 'walk forward/optimized' tabs will show you the total of each run respectively.
Please let me know if you have additional questions.MatthewNinjaTrader Product Management
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by DJ888, 04-16-2024, 06:09 PM
|
4 responses
12 views
0 likes
|
Last Post
by DJ888
Today, 04:28 PM
|
||
Started by terofs, Today, 04:18 PM
|
0 responses
7 views
0 likes
|
Last Post
by terofs
Today, 04:18 PM
|
||
Started by nandhumca, Today, 03:41 PM
|
0 responses
6 views
0 likes
|
Last Post
by nandhumca
Today, 03:41 PM
|
||
Started by The_Sec, Today, 03:37 PM
|
0 responses
3 views
0 likes
|
Last Post
by The_Sec
Today, 03:37 PM
|
||
Started by GwFutures1988, Today, 02:48 PM
|
1 response
9 views
0 likes
|
Last Post Today, 03:09 PM |
Comment