"Trade Performance" not accounting for all trades when selected range is 1 day.

[MartinT]

Hello Support,

I have found last week that when checking my simulated trade performance there was a sizeable trade missing form the "Trade Performance" grid. I have attached files. The trades are in the Log just not in the "Trade Performance" grid.

I find this very frustrating when trades don't show up the Trade Performance accounting.


This is the trade that is missing from the "Trade Performance" grid

I executed "Chart Trader revering..." at 2/11/2021 12:12:58.863 to begin the trade in question
and then
I executed "Chart Trader revering..." at 2/11/2021 12:46.54.193 to end the trade in question


Also, it seems the trade is only missing from the "Trade Performance" grid when the date range is a single day which I find odd. If I view trade performance for the 10th and 11th then the trade is accounted for in "Trade Performance".

2 day range of Trade Performance with the trade accounted for:
TradePerformanceGrid_TradesOn_20210211_10_NinjaTrader Grid 2021-02-11 09-52 PM.xlsx.txt

1 day range of Trade Performance with the trade Not accounted for:
TradePerformanceGrid_TradesOn_20210211_NinjaTrader Grid 2021-02-11 09-52 PM.xlsx.txt


Log file:
Log_NinjaTrader Grid 2021-02-11 09-39 PM.xlsx.txt

[NinjaTrader_BrendanC]

Hello MartinT,

Thank you for reaching out to us with your inquiry and providing these details.

I'd like to preface the rest of the message with the fact that the Trade Performance report has no bearing on actual trades that occurred and should always be considered secondary to your brokerage statement.

Furthermore, NinjaTrader has no concept of 'trades', but simply pairs together executions. There are many reasons why a Trade Performance report can become out of sync. A few examples of this are as follows:

• Partial order fills
• Holding positions overnight
• Running a report from a start date on which you were not flat.

All of these can cause the trade performance to become out of sync which can then cause the trade performance results to appear incorrect or incomplete. This could also result in the behavior you have reported where the trade is missing when you generate the report on the single day, however the missing trade appears when you change the date of the trade performance.

Once again, the information found in the Trade Performance should always be considered secondary to your brokerage statement due to the fact that NinjaTrader has no concept of 'trades', but simply pairs together executions. Please always refer to your Brokerage Statement for official documentation of charges and funds.

Please do not hesitate to reach out to us with any other NinjaTrader questions or inquiries in the future.

[MartinT]

Hi BrendanC,

Yes, thanks. I understand and I agree. I just thought it odd and wasn't sure if it was important enough for NinjaTrander to address or not. I would very much like Trade Performance to not have these anomalies and wished that it would alway agree with the Log at least. But I do understand Trade Performance metrics for short selection ranges aren't terribly important in the grand scheme of things.

Thank you for your quick response,


martinT

[NinjaTrader_BrendanC]

Hello MartinT,

Thank you for responding with these details. I understand how it can be frustrating to experience this type of behavior with the trade performance report.

If you find that the trade performance report is producing unexpected results when you test the report on a particular day, we would recommend changing the start date to a day in which the account was flat (perhaps a Saturday or Sunday) to test and see if the trade appears. Changing the date of the trade performance report can alter the results as you previously noted.

Please do not hesitate to reach out to us with any other NinjaTrader questions or inquiries in the future.

[MartinT]

Hi BrendanC,

Ok, Thank you.

martinT

[SimonPowell]

Trade performance, in simple terms, is the ratio of your gross trading profit to the gross trading capital you started with. A high trade performance means that for every dollar you put in, you get back more. High trade performance is essential for a trader because, in a competitive world, the only way to get ahead is to out-trade your competitors. Anyway, it is much harder to make a payroll. That's why I am working with the guys from payrollindex.com. They are the best on the market nowadays.