Trade Performance Compared to Monthly Statement Questions

[Trader2020]

HI,
I'm running NT8 current version (8.0.14.2), trading a live account with Ninjatrader brokerage, futures Crude Oil (CL 07-18, CL 08-18). CL has a gross commission cost of $4.30 per contract (which covers all trade costs for 1 contract both ways). I have a Commissions Template called "Gross" which has "Commission per instrument" set to "CL" "minimum" set to 0.01 and "per-unit commission" set to 2.15. My Ninjatrader Brokerage Lifetime" for CL is "minimum" set to 0.00 and "per-unit commission" set to 2.14.


When I run my NT "Summary" Trade Performance Report with date range of 6/1/18 to 6/30/18 and select "Generate", the "Total Net Profit" is much lower (by thousands of dollars) than my real monthly statement net profit.



The report's account window only has my live account (no paper or playback sim accounts showing); the Instruments window has "Futures" and "CL 07-18" and "CL 08-18" checked. the Templates window has "No template" and "01 03 10 Q03 BE" checked, the only ATM I used during the month.



When I uncheck the "Accounts" window checkbox the reports data is zeroed out.
When I recheck the "Accounts" window checkbox the reports data is filled in with a "Total Net Profit" that is lower by $730.60 to my true net for the month (which is much closer to the actual than when I press the "Generate" button). The "Profit per month" is within $19.91" of my actual net profit shown on my brokerage statement (pretty darn close).


Again, when I select "Generate" on the report, the Total Net Profit is lower by thousands of dollars. When I uncheck the "Accounts" and recheck it, the Total net profit is off by $730, and the Profit per month is within $20 of my true net profit shown on my brokerage statement.


Are my commission setting off? Do you have other recommendations to get the Performance Report to provide more accurate data.



Thanks for your help on this.

[NinjaTrader_PatrickG]

I'd like to first note that the report from your broker will always be the most accurate and should be relied upon when trying to find out your live PnL. The reporting within the platform should be considered secondary.

What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.0)

There is a line item on the summary page which lists commissions. Is this number off from your brokerage report? Could you provide a screenshot of your report?

Is there a particular reason you did not use one of the built-in commission templates which have the commissions pre-configured for each type of live license key?

[Trader2020]

Hi PatrickG,


Thanks for getting back to me. Following are the answers to your questions


Q. What version of NinjaTrader 8 are you using?

A. 8.0.14.2 64 bit



Q. There is a line item on the summary page which lists commissions. Is this number off from your brokerage report? Could you provide a screenshot of your report?
A. They do not match or come even close if I press the Generate button. If I uncheck and recheck the accounts button they come within 20 bucks. I'm sure it's operator error ... I have sent you by email a copy of all the requested documents and screenshots. The email is addressed to support and to your attention in the subject line.


Q. Is there a particular reason you did not use one of the built-in commission templates which have the commissions per-configured for each type of live license key?

A. My goal was to have the commissions number reflect the true total costs of a contract, including all types of fees. The number for CL is $4.30 round trip on one contract. I thought the default settings did not accomplish this goal. In the email I sent you are screenshots of my commission settings.


Thanks for your help.

[NinjaTrader_PatrickG]

We've received no emails from the email associated with your forum account since March (cu*********[email protected]). Did you send the message from that address or a different address? Did you send it to PlatformSupport[AT]NinjaTrader[DOT]com?

Did you receive an automated response with a ticket number? if so, what is that ticket number?

[Trader2020]

I sent it by email to PlatformSupport[AT]NinjaTrader[DOT]com, to your attention in the subject line.

[Trader2020]

Sup to last email.


I looked through my emails and did not see a ticket having been generated.

[Trader2020]

2nd sup.


Sorry for the lack of clarity. I'm rushing around trying to get to an appointment.


You said:
"We've received no emails from the email associated with your forum account since March (cu*********[email protected]). Did you send the message from that address or a different address? Did you send it to PlatformSupport[AT]NinjaTrader[DOT]com?"


A. I sent my email for that email address that you identified. Yes, tt was sent to PlatformSupport[AT]NinjaTrader[DOT]com, to your attention in the subject line.

[Trader2020]

3rd sup to post.


I just received the ticket email. The number is: {1932763}

[NinjaTrader_PatrickG]

I received your message and will be following up once I've reviewed the information you've provided.