Cum.Profit doesn't match with Profit results

[matteog]

HI everybody..
After analysing my strategy backtest results, I figured out that the Cum.Profit (in percent) doesn't match with the algebric sum of the Profit.
Can anybody explain me why those results don't match?

(in attachments a snapshot of my results)

[TakisTakis]

Are you using unmanaged orders or classic orders ?

[matteog]

I'm using EnterShort() and EnterLong() methods to send orders with 5 entries per direction, what do you mean with Unmanaged orders?

[TakisTakis]

Forget I even mentioned it then

Nothing to worry about it is a new concept introduced with NT7 that is really great as it gives you more flexibility. EnteLong and EnterShort are not unmanaged orders, they are classic ones (managed).

When you are using managed orders you have some limitations called advanced rules handling I think for more details you can look here BUT this has nothing to do with your question so you may as well forget I even brought your attention to it.

Unmanaged vs managed

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?order_methods.htm

[NinjaTrader_Tim]

Hi matteog,

The Cumulative Profit calculation is described here:

http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html?CumulatedProfit

After reviewing that, please let me know if I can assist you further.

[matteog]

thanks for your answer..

So, in this way the Cum.Profit, in percent, is calculated assuming to enter a position with a quantity which is proportional to the profit realized till the current bar;

on the other hand the Cum.Profit in currency is calcuted assuming to enter the same quantity in every bar, not considering the profit realized till the current bar.

Am I right?

[NinjaTrader_Tim]

Hi matteog,

The profits are just a running total of each transaction, the quantities are not assumed as anything, but rather taken as the actual quantities traded in the calculation.