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Review NinjaTrader Systems Performance

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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:

  1. Equity curve – This display shows the strategies profit and loss over the course of its backtest, tracked and live trading periods.
  2. 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.
  3. 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.

Strategy Statistics

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

Performance Tables

Additionally, a performance table is included with 3 summarizing additional details pertaining to the strategy:

  1. 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.
  2. The Trade Log tab shows trade-by-trade timestamps for the strategy, including the type of order used, volume and resulting position.
  3. 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!