I`ve been optimizing my strategies using Instrument Lists to save time and batch instruments together, but found this bug.
I`ve found that the Total Net Profit displayed in the Results Summary is wrong when the SA optimization is done using a batch Instrument Lists.
I`ve uploaded 2 zip`d screen prints showing the bug, while executing strategy "Sample MA crossover" so that you can reproduce this behavior at your end.
File: Optimization Net Profit Single Instrument.png
Shows the SA Analysis Results of optimizing only CL##-## for max profit factor. Notice in yellow the Net profit is $7,740.00
File: Optimization Net Profit Multiple Instruments.png
Shows the SA Analysis Results of same optimization of CL##-## in an Instrument List along with a few other continuous Futures. Notice in yellow that the Results Summary at the top of the window shows a Net profit of $8,000, while the detail analysis below it shows the correct Cum. Net profit.
Can you pls verify this behavior at you end.
Thank you
Comment