Backtest Combined results with multiple Instruments

[starcd]

Strategy Analyser Backtest with mulitiple Instruments. e.g. <S&P500>

There seems still no Analysis Possibility in the Combined results. How can I archive some Graphical View of the Cumulative NetProfit/ Drawdown for a basket of stocks over a period of time? At least a Text View? Without NinjaScript?

[NinjaTrader_DaveI]

There is a way to export an Excel file containing the combined Net Profit or Loss (and any other statistic in the top panel listing the various instruments in the test), although you cannot view graphs for the combined results. To export text to Excel, you can right-click in the top panel, then select "Export." One of the rows in the exported file will be labeled "Combined Results," which is where you can find what you are looking for.

[starcd]

Thank's Dave,

I know that, but that doesn't help me when I need to know how the curve of drawdown and profit looks for the hole basket. In that way the Strat Analyser is useless for me ...

[NinjaTrader_DaveI]

I should mention first that you can also export the Summary display to Excel, which provides quite a bit more data.

Can you elaborate a bit on exactly what kind of graphical representation you are looking for, and exactly what data you need to create it? If you are just looking for a graphical representation of Net Profit and Max. Drawdown, then this should be doable using Excel's graphing features and the data accessible from exporting from the Strategy Analyzer.

[starcd]

Hi Dave,


I want to see all analysis for all instruments combined in different periods (days, weeks, months, anual) in a graphical overview like it is already for the single Instruments (See pics). All what you see for the V Stock should be available for the Combined results.



Otherwise I have to export all Trades from each individual Instrument to Excel in one big sheet, have to combine them and must calculate the combined profit/drawdowns for each period by hand to see how the strat performed over all Instruments. And all that each time I change my Code. That's not practical.

[NinjaTrader_DaveI]

This is a request that we've heard before, so I've logged it for review under tracking ID # SFT-632.