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Performance Summary Issues NT 6.0

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    Performance Summary Issues NT 6.0

    First of all: The performance summary is a great piece of work, and I have only a few minor questions

    (1) Profit and Cumulated Profit (Percent Mode): If the percentage relates to the account size, it seems that NT understates profits and losses.
    My database shows a cumulated profit of $ 5588 for an account size of $ 100,000. This would be 5,59% but NT shows 3,78%

    (2) Performace Summary - Red colour: The lines "Cumulated Profit", "Average Trade", "Profit per Month" and "Turnaround" have a false colour coding for "All Trades" and "Long Trades" (Red for profits). Colour coding for "Short Trades" is fine.

    (3) € and $ are added in the performance summary, (my profits or losses would be in Eurodollar?). I am aware that I can use the Advanced Options Menu to deselect all instruments in $ or in €, which would leave me with two separate summaries for each of the currencies. But it would be nice to have an option to convert foreign currencies into $.

    (4) Is it possible to export the performance summary to Excel?

    Thanks for any suggestions

    Harry
    Last edited by Harry; 01-22-2008, 02:51 PM.

    #2
    1) This is how we calculate CumProfit.
    Cumulated Profit

    Currency: SUM(profit * quantity * point value) of all trades


    Percent: PRODUCT(1 + profit / entry price) of all trades - 1


    Points: SUM(profit * quantity) of all trades


    where profit is defined as (exit price – entry price) for long trades and as (entry price – exit price) for short trades, quantity is defined as the number of contracts traded, and point value is defined as the monetary conversion of each point (e.g. 100 for currency pairs).


    This statistic returns a value representing a summation of all the profits earned by all your trades. It can be interpreted as a performance measure for your strategy.



    2) Not sure what you mean. Could you provide a screenshot?

    3) Thanks for the suggestion.

    4) Right click and select "Export to Excel".
    Josh P.NinjaTrader Customer Service

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