Account Performance

[outsource]

Hello Support!

I`m not sure if it`s a correct section for the question.Could you please suggest wht the value in the Profit p.m. column signifies, in the Periods tab?

Thank you!

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

Profit per month is calculated based on the formula which is outlined at the following link to our Help Guide: https://ninjatrader.com/support/help...itpermonth.htm

[outsource]

Hello,

Thank you for your post.

Profit per month is calculated based on the formula which is outlined at the following link to our Help Guide: https://ninjatrader.com/support/help...itpermonth.htm

thanks,Kyle,

still not clear to me.i`m actually unable to derive the meaning from the C# formula,sorry.

Could you also,please clarify the percentage value in the Cum.Profit column?percentage of what?what is the reference point?

Thank you!

[NinjaTrader_Jason]

Hello outsource,

Please see the link below that explains statistics definitions including cumulative profit and profit per month.

http://ninjatrader.com/support/helpGuides/nt7/statistics_definitions.htm

[tony98]

Cumulative Profit

Can Cumulative profits/loss over a period of time be accessed in NinjaScript? Ninjatrader V7 & V8?

Thanks

[NinjaTrader_Jim]

Hello tony98,

Thanks for replying to this thread.

In NinjaTrader 8 you can easily access various ionformation on an account like you can find in the Accounts Tab of the Control Center. This information is provided through the AccountItems object of the Account class. This list is very long so I will provide a link to the AccountItem documentation that lists each parameter.

NinjaTradert 8 AccountItem - https://ninjatrader.com/support/help...ccountitem.htm

In NinjaTrader 7 this is not offered as robustly as NinjaTrader 8, but you can call the GetAccountValue() method to return some AccountItem information.

NinjaTrader 7 GetAccountValue() - https://ninjatrader.com/support/help...countvalue.htm

To calculate a "cumulative" P&L, you will need to provide a starting point from where the P&L should accumulate. For example, you could get the current account P&L when you start your strategy and subtract it to get a zero value for the Account's P&L when the strategy begins.

You can also calculate the P&L for each data series that your strategy uses with the PositionsAccount and PositionAccount objects in NinjaTrader 8 and the Positions and Position objects for NinjaTrader 7. These objects will get the P&L for the strategy, but will not get the P&L of the entire account.

PositionsAccount NinjaTrader 8 (multi data series) - https://ninjatrader.com/support/help...onsaccount.htm
PositionAccount NinjaTrader 8 (single data series) - https://ninjatrader.com/support/help...ionaccount.htm

Positions NinjaTrader 7 (multi data series) - https://ninjatrader.com/support/help.../positions.htm
Position NinjaTrader 7 (single data series) - https://ninjatrader.com/support/help...7/position.htm

Please let me know if you have any further questions.

[stafe]

the "Profit Per Month" calculation has always been a bit odd to me... if i take the Net Profit from today's session (SIM) which is $ 9,191.68 and i multiply that times the average number of week days which is 21.75 i get 199,919.04 - not $ 280,346.24 which is what PPM gives me in the Summary tab...

I get average number of week days per month as 365 - 52x2 / 12 = 21.75
But i was thinking that i'm not including the holiday week days - so my calculation is even high by the exclusion of the holiday week days...

[NinjaTrader_PatrickG]

The Profit per Month uses 30.5 as the number of days. If you plug that number into your math, you arrive at what you observe in the Summary tab,