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Percent Profitable

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    Percent Profitable

    Hi,

    After a backtest with 100% long-entries I compared the value of Percent profitable displayed in the Performance Summery with the value obtained from the Trades Tab by counting all Trades
    with Exit price > Entry price and dividing it by the total number of trades.
    Both numbers are not exactly the same and it's not due to rounding the numbers.
    Further investigating the issue revealed that the number of profitable trades and the number of loosing trades within the Performance Summery is not identic with
    the numbers one can obtain from the trades list by comparing exit price and close price of the trade. What's wrong here?

    #2
    Stephan,

    I am happy to assist you.

    Could you possible post some screen shots?

    Here is a link on how to do so : http://www.wikihow.com/Take-a-Screen...rosoft-Windows

    I am getting the exact number of trades in the trades tab as reported in the Summary. It may also be helpful if you post your strategy here so we can test it.

    I look forward to helping you resolve your issue.
    Adam P.NinjaTrader Customer Service

    Comment


      #3
      The zip file contains the performance summary, the trade list,
      the strategy and the price data the backtest was run on.
      It's random walk data. Just import it to a new instrument and set it as a future with SP-settings.
      The sample strategy simply buys long at every open and sells at the next open.
      The Trades Tab is correct so far. Total number of trades in the Performance summery as well. But not the number of winning trades and loosing trades. It differs from the numbers one can obtain from the trades list.
      Attached Files

      Comment


        #4
        Stephan,

        Thanks for the attachment.

        How many trades are you counting as profitable in your rough math?

        I've taken a look at your Tradeslist and performance report and I do not see anything wrong with the results I receive when I calculate by hand.
        MatthewNinjaTrader Product Management

        Comment


          #5
          Within the trade list I count 3619 winning trades.
          Performance summery shows 3657 winning trades.
          Within the tradelist I count 3689 loosing trades.
          Performance summery shows 3651 loosing trades.

          I count a trade as a winning trade if exit price > entry price.

          Comment


            #6
            Hello,

            Thanks for the clarification.

            The performance report will count trades if the exit price = to entry price as winning trades.

            You will need to include the break even trades for your calculations to match.
            MatthewNinjaTrader Product Management

            Comment

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