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Instrument Performance Results Question

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  • NinjaTrader_ChristopherJ
    replied
    I have provided a link below to our Help Guide that goes over Statistic Definitions:

    http://ninjatrader.com/support/helpG...efinitions.htm

    Leave a comment:


  • kachi25
    replied
    Thanks Chris

    Do you guys have anywhere describing these fields and their calculations in the performance output?

    Performance
    Total Net Profit = This one you already explained
    Gross Profit
    Gross Loss
    Profit Factor
    Cumulative Profit
    Max. Drawdown

    If not can you or anybody please share your thoughts

    Leave a comment:


  • NinjaTrader_ChristopherJ
    replied
    The ES trades in quarters therefore from 1844.00 to 1844.25 would be 1 Tick. You can see what each instruments tick size within the Instrument Manager which can be accessed by going to the Control Center->Tools->Instrument Manager.

    Leave a comment:


  • kachi25
    replied
    Thanks a lot NinjaTrader_ChristopherJ

    Thats very helpful. I'm new to trading futures and your explanation made perfect sense.

    Generally I'm looking things up but if you or anybody can add their 2 cents its much appreciated.

    To expand my original example using your explanation, the price went from 1844.50 to 1845.00. As you have explained, this movement of 0.50 = 2 ticks with a tick size of 0.25 per tick.

    1 tick = $12.50 so 0.50 in this case = $25.00

    So these prices 1844.5 and 1845.00, what are they? As in since they are not indicative of the actual realized dollar amount, what are they proxies for? (Please let me know if my question isn't clear enough)

    Also must E-mini futures be traded per tick size?

    Leave a comment:


  • NinjaTrader_ChristopherJ
    replied
    Hello,

    The ES E-mini S&P 500 Futures are $12.50 per tick therefore if you are trading 20 contracts with a profit of two ticks this appears to be the correct value of $500.

    Let me know if I may be of further assistance.

    Leave a comment:


  • kachi25
    started a topic Instrument Performance Results Question

    Instrument Performance Results Question

    Does anyone know how:

    Total Net Profit
    Gross Profit
    Gross Loss
    Percent Profitable

    are calculated?

    Reason I'm asking I have for example an instrument that I made $10 on for that month. There was 1 trade of 20 ES futures. Buy @ 1844.50 and sell @ 1845.00.

    The profit should be 10 bucks but the performance tab shows

    Total Net Profit = $500.00
    Gross Profit = $500.00
    Gross Loss = $0.00
    Percent Profitable = 100.00%

    I'm running in simulation mode and I'm a bit confused as to where these numbers (profits in particular) are coming from.

    Any help will be appreciated

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