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Ninjatrader Cumulative Profit Report

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    Ninjatrader Cumulative Profit Report

    Dear Sirs,

    After backtesting a strategy I received an equity curve (see attachment).
    My question is whether the displayed profit of 83,49% on 14th September 2012 means that this strategy achieved 83.49% per Dollar?

    Many thanky.

    Bye.

    Rob
    Attached Files

    #2
    Rob, this would give you the cumulated profits your strategy has generated over the # of trades, in percentage mode it means reinvesting would take place as well.

    For all the statistics definitions please see - http://www.ninjatrader.com/support/h...efinitions.htm
    BertrandNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Bertrand View Post
      Rob, this would give you the cumulated profits your strategy has generated over the # of trades, in percentage mode it means reinvesting would take place as well.

      For all the statistics definitions please see - http://www.ninjatrader.com/support/h...efinitions.htm
      Dear Bertand,

      Many thanks for your reply.
      Let's assume 10K Dollars where invested into this strategy at the beginning of 2007. Does it mean that in September I will theoretically have some 18345 Dollars left on my account?

      Bye.

      Robert

      Comment


        #4
        No, it would not assume a starting account balance, it would cumulative the individual percentage trade returns.
        BertrandNinjaTrader Customer Service

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