Accuracy of Strategy Analyzer on cross pairs

[werido]

HI,

First, I noticed that the results from the Strategy Analyzer are whole dollar amounts. Does it round up to the nearest whole dollar?

Second, how does the Analyzer calculate profit/loss on cross pairs such as the GBPJPY pair? Each pip in this cross is presently worth roughly 1.2 times the pip value of a USD based pair and that value changes with each tick on the USDJPY pair. So in order to correctly Analyze the profit/loss on the cross pair GBPJPY, the Analyzer would constantly require knowledge of the USDJPY pair rate (in order to correctly calculate the value of each pip in USD amounts).

So for example, how does the Strategy Analyzer calculate the value of 10 standard lots of GBPJPY (i.e. 100,000 GBP) on a 10 pip gain?
Does the Analyzer just show a $100 gain and always assumes a 1:1 ratio for the USDJPY pair (in which case is that configurable?)
Or, does it actually know the USDJPY rate at each moment it calculates GBPJPY gain in USD amounts, to correctly show a ~ $120 gain (assuming the current GBPJPY pip value of rougly 1.2USD per pip)? I mean how can it even know the USDJPY rate if I don't load the historical data for it?

Thank you very much!

[NinjaTrader_RyanM1]

Hello Werido,

I'm not sure where you're looking at exactly but most performance figures in currency should be round to the cent.

Performance results will be in USDollar unless configured for another currency. You can check this by clicking Tools > Instrument manager and editing a particular instrument. You'll see currency selection where you can choose an alternate currency if you like.

PNL is based off the point value and tick size definitions in the instrument manager for a particular instrument.