How can Gross Profit=0 if there are any winning trades?

[billr]

In a strategy backtest summary, the Long trades column shows 14 trades; 4 winners and 10 losers. Percentage winners also reflects this ratio. However, the Gross Profit is shown as 0.00. How can this happen?

NT version 7.1.xx7
no commissions
no slippage


Thanks.

[NinjaTrader_Bertrand]

billr, on which market / instrument and with which size are you running here?

[billr]

The instrument was 6E with 1 contract.

[NinjaTrader_RyanM1]

Hi billr,

This could be seen on FOREX pairs, where the point value assumes 100,000 unit order, and a quantity of 1 would then affect PnL marginally.

I'm not sure why you would see it on 6E, unless you made modifications to the point value in instrument manager? I'd be happy to look into it further. Is it possible you can share a simplified strategy and the setup that will allow us to see this here?

[billr]

Sure, I'm not worried about sharing the strategy. I will see if I can reproduce the problem and send it to you. But I don't think it was a point value issue because the profit/loss per-trade numbers were about right and all else looked about right. In the Short position category there was a Gross Profit and Gross Loss figure to net out to Net Profit. Same as Long position category, but it was all Gross Losses even though there were 4 winners shown in the Long position trades.

[ggeib750]

Hello ,

I have the same backtesting issue ( see attached screenshot strategy analyser )

There is no issue when running same strategy in SIM mode ( screenshot attached )

[ggeib750]

This is related to this point

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

the order quantity was changed to 10000 for 1 lot in the default quantity property of the strategies properties.


Is there some custom code available to be added in a strategy in order to have it compatible for backtesting and live trading ( to change point value ) for Forex ?

Regards

[NinjaTrader_Bertrand]

ggeib750, you could not change the point value programmatically, but look into adapting the quantity used by the strategy as needed. Via Historical for example you could distinguish between running on historical data (backtesting) and live execution (realtime bars), so a custom quantity multiplier / divisor could be used.

http://www.ninjatrader.com/support/helpGuides/nt7/historical.htm