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Incorrect Strategy Analyzer Statistics

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    Incorrect Strategy Analyzer Statistics

    Hello Support Team,

    I found that sometime when I do backtest on a list of instruments the statistic are not correctly shown in the upper summary window.

    For example, in this attached screen shot the backtest of CAT has 16 trades, but it only reported 1 in the summary. The cumulative profit in the amount of 0.81% in the summary is also inconsistent with the trade details listed below, which should be 1.67%.

    In fact, I found 0.81% is actually the performance of the #1 trade. It seems to me that the summary stopped counting after trade #1.

    Would you please advise what is going on and how can I get around this situation?

    Thank you very much!

    Cheers,
    Hiromichi

    #2
    Sorry it should belongs to NT7 Forum

    Comment


      #3
      Hello Hiromichi,
      Thanks for your post.

      Do you see similar irregularities in the results using the SampleMaCrossOver strategy for the same settings in the Strategy Analyzer?

      What version of NT7 are you running? You can check this from your Control Center>>Help>>About
      Josh G.NinjaTrader Customer Service

      Comment


        #4
        Dear Josh,

        It seems it is fine with the SampleMACrossOver strategy for the same setting. Everything normal.

        Actually the strategy which showed irregularities above is OK with another list of instruments. It doesn't always produce the same problem in other backtests.

        I m using 64 Bit 7.0.1000.39 (Live) version of NT7.

        Thank you!

        Cheers,
        Hiromichi

        Comment


          #5
          Hiromichi,

          But every time you run that specific strategy with that instrument list you get these same results?

          This was a Backtest or an Optimization run?
          Josh G.NinjaTrader Customer Service

          Comment

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