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Total Net Profit != Cumulative Profit?

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    Total Net Profit != Cumulative Profit?

    I'm new to ninja trader so this might be a simple question but this is puzzling. I ran a walk forward optimization and the Total Net Profit = Cumulative Profit for all entries under the walk forward tab, however they are not equal under the Instrument tab. I have set both slippage=0 and commission=false. Please see attached files for more details.
    Attached Files

    #2
    Hello Quant,

    This can be as expected. The values do not refer to the same. The Total Net Profit refers to the entire test (From and To dates). The Cumulative Profit refers to the optimization and test periods only.
    JasonNinjaTrader Customer Service

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      #3
      Could you elaborate on what you mean by the "entire test" and "optimization and test periods only"? When I look at the walk forward results grid then that is the entire test correct? Which is made up of individual optimization and test periods where if I add the columns for Total Net Profit and Cumulative Profit I get equal results.

      Comment


        #4
        Hello,

        If you look at the Walkforward tab, you will see that there are multiple runs of a single instrument. The Total Profit and Cumulative Profit you see from the Instrument tab is giving you the total of both of these runs.

        So the instrument tab gives you the sum of all of the optimizations, whereas the individual 'walk forward/optimized' tabs will show you the total of each run respectively.

        Please let me know if you have additional questions.
        MatthewNinjaTrader Product Management

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