Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Wierd Backtest Results

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Wierd Backtest Results

    I just started working with multi contract strategies and i'm getting some wierd results from the strategy analyser. Sometimes when looking at the percent gain the number will be red but be positive, this seems to happen when there is a net loss in terms of points but a gain in terms of percent, which really doesn't make sense to me. After examining the results it seems that percent changes are not weighted according to the size of a trade. i.e a 1% gain on one contract is the same a as a 1% gain on 10 contracts. Is there any way to modify the strategy analyser settings so that %changes are weighted?

    #2
    Hello darkceen,

    Am I correct you are referring to the 'Percent Profitable' value in the Summary-tab of the Account Performance-tab?

    If so, please post a screenshot of the value, as well as 'Total # of Trades', '# of Winning Trades' and '# of Losing Trades'.
    JasonNinjaTrader Customer Service

    Comment


      #3
      No, I'm refering to the net profit displayed in percentage form not the percent profitable trades. Comp is tied up for next few hours, i'll try to get a screenie later.

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by trilliantrader, 04-18-2024, 08:16 AM
      4 responses
      16 views
      0 likes
      Last Post trilliantrader  
      Started by mgco4you, Today, 09:46 PM
      1 response
      4 views
      0 likes
      Last Post NinjaTrader_Manfred  
      Started by wzgy0920, Today, 09:53 PM
      0 responses
      5 views
      0 likes
      Last Post wzgy0920  
      Started by Rapine Heihei, Today, 08:19 PM
      1 response
      9 views
      0 likes
      Last Post NinjaTrader_Manfred  
      Started by Rapine Heihei, Today, 08:25 PM
      0 responses
      7 views
      0 likes
      Last Post Rapine Heihei  
      Working...
      X