Algo trading systems continue to grow in popularity with many traders preferring the convenience and removal of emotion from their trading versus a manual, discretionary trading approach.
NinjaTrader provides access to over 1000 professionally developed and backtested automated trading systems each with a unique approach and methodology.
Traders can research and study the strategies available through NinjaTrader iSystems based on a multitude of metrics. With analytical tools built directly into the web-based iSystems platform, you can easily slice and dice the available automated strategies to determine which best fit your desired approach.
Strategy Performance Report
For each strategy offered, a detailed report is available specifying:
- Developer of the strategy
- What product(s) the strategy trades
- Type of strategy: swing or intraday
- Monthly license cost
- Total P/L (Profit/Loss) over the course of the strategies track record
- Tracked P/L and date since tracked
- P/L since strategy has been trading live
- Worst drawdown
- Suggested capital
- Required capital
View Performance Charts
Three different chart displays are included in the strategy performance report:
- Equity curve – This display shows the strategies profit and loss over the course of its backtest, tracked and live trading periods.
- Scatter plot – This diagram represents the session returns plotted as individual points on a graph, with losing sessions in red and winning sessions in green.
- Drawdown graph – This shows the depth and length of all drawdowns in the strategy’s trading history.
A strategy performance report is shown here with an equity curve chart display and strategy statistics below.
Below the performance chart, additional statistics & metrics are listed including:
- Annual ROI (return on investment)
- Commission per side
- Winning session %
- Best session
- Winning session average
- Losing session average
- Current drawdown
Additionally, a performance table is included with 3 summarizing additional details pertaining to the strategy:
- Monthly P/L Tables – This graph shows the performance of the system from the backtest in white, performance since tracked over live data in tan, and live trading results in green.
- The Trade Log tab shows trade-by-trade timestamps for the strategy, including the type of order used, volume and resulting position.
- The Session Log shows details of session-by-session performance.
Each of these tables can be exported as an Excel document for further analysis.
A strategy performance table is pictured here with the Monthly P/L tab selected.
Please remember, past performance is not always indicative of future results and a backtested system does not guarantee future success.
Watch how to track the performance of NinjaTrader’s iSystems in this short video overview:
Ready to learn more about systems trading?
Examine the available systems and view past and current trading system performance!