longs show up as shorts in Acc. Performance

[ArnoB]

My long trades are correctly displayed in ChartTrader and in "Positions".
Only the P&L calculation after the trades in "Account Performance" is totally wrong!
The (winning) longs show up as short losers..!!
I'm connected to an IB demo account.

(A case very similar to ticket number 888204, but the problem persist after several restarts)

[NinjaTrader_Jason]

Hello ArnoB,

Could it be executions are mismatched in the Account Performance-tab? Please note that NinjaTrader's performance reporting is simply a set of calculations of fills that have a time stamp within the date range specified. The first step in the process is to filter the fills and then pair them to form trades. If positions are carried over night then surely you can have unexpected results.

Example:
Enter 1 June 4th
Exit 1 June 5
Enter 1 June 5
Exit 1 June 5

In the fill flow above, if you generated a report from June 4 through 6, you would see two trades reported (Entry June 4th and Exit June 5th) and (Entry June 5th and Exit June 5).

If you generated a report from June 5th through June 6th, you would only see one trade reported where the exit on June 5th is the trade entry and the entry on June 5th is the exit.

As you can see, the result would yield different results. NinjaTrader has no way of knowing if a fill is truly an entry or exit thus it has to build trade pairs starting with the first fill as entry in the date filtered dataset.

[ArnoB]

Hi Jason,
In my case: no. These are all quick trades; just a couple of minutes in and out again!

[NinjaTrader_Jason]

Can you please disconnect all connections and go to Control Center-->Tools-->Options-->Data-tab and click Repair DB. Once finished, please restart NinjaTrader and check if the issue remains.

[ArnoB]

After DB repair and restart:
Next both long trades (0,1M) end up as quantity of 25000 long and 75000 short..!! (in tab Trades)
It registers as one long trade in the Summary, but a loss of $ 90,- is calculated as a loss of $ 20,-

[NinjaTrader_Brandon]

Hello ArnoB,

Thanks for your reply.

From your Account Performance tab, do you currently have "Group trades by ATM Strategy" checked or unchecked? Do these results change if you toggle this option and regenerate your report?


If this option does not have an effect on the results you are seeing, can you please send me your database file so I can look into this further.

You can do this by going to the Control Center-> Help-> Mail to Support-> check "Database file"

In the message include a link to this forum topic and put ATTN BRANDON.

[ArnoB]

Hi Brandon,

I leave it always unchecked.
For now I activated it and yes; P&L changed and my next long trade showed up like it's supposed to do!
This long trade was indeed generated by ChartTrader (with a very simple ATM Strategy)
Normally I'm using automated strategies, so what would be a better option for me: checked or unchecked?

[NinjaTrader_Brandon]

Hello ArnoB,
Thanks for your reply.
When having multiple ATMs or an ATM and manual trades going on at the same time you can group trades by ATM in order to see how your ATMs performed rather than FIFO results.

[ArnoB]

Ok; the manual trade worked with ATM checked.
The next order was generated by an EA (ATM checked)
It was a long and this results shows up (again) under shorts....

[NinjaTrader_Brandon]

Hello ArnoB,
Thanks for your reply.
Are you referring to when group trades by ATM is checked or unchecked?

[ArnoB]

Yes, sorry:
in both cases "Group trades by ATM strategy" is checked.
A manual long (with target & stop loss by "ATM Strategy) shows now up under "Longs" :-)
An EA generated long shows up as a short :-(

[NinjaTrader_Brandon]

Hello ArnoB,
Thanks for your reply.
Please send me your database, log, and trace files to look into further.
You can do this by going to Help> Mail to Platform Support
Ensure to check 'database file' and 'log and trace files'
In the message put ATTN Brandon and include a link to this forum topic.