Performance Report

To generate a performance report:

Performance data is generated and displayed in the various Performance Data Tabs.

Group trades by ATM strategy

When this option is selected, trades are reported based on ATM Strategies. For example, if you have an ATM Strategy that had multiple entries and exits, all executions are grouped and reported as one trade record under the Trades tab with single average entry and exit prices.

Note: It is possible to have trades before the From date being listed in your report. NinjaTrader generates reports from the last time you were flat. If a particular instrument was already in the middle of a position at the beginning of the From date, NinjaTrader will report all trades prior to this date up to the point where the position was flat. This will ensure you have a complete picture in terms of your performance on any specific date instead of "jumping" into the middle of a position which may cause inaccurate overall performance.

Advanced menu

Pressing the Advanced button will expand the Performance tab to include advanced parameters that you can filter your performance reports by. Unchecking any of the items will activate the filtering of your Performance Report. This filtering is done on an executions basis and not a trades basis.