Wrong calculation of PnL in Pips mode @ strategy tetster

[offeraz]

Hi,
I'm using the strategy tester and I found that the calculation of the total pips I got isn't performed like you say in the help guide document in Pips mode view.

according to the guide, for Forex instruments: Profit in Ticks * 0.1

In my strategy, I trade 2 targets while on every Take Profit, I take half of the position out.

In the results, the calculation of the pips is relative to the size of the position.

for example:
- If my position size is 10K, and on every Take Profit I sell 5K, so in Pips mode i'll see HALF of the Pips that I got from this trade (the currency mode is right).

- If my position size is 30K, on every SL, I'll see 3 times the amount of Pips I lost.

I saw the problem in Ticks mode too.

Is there a way to solve this issue?

[NinjaTrader_ChelseaB]

Hello offeraz,

Thank you for letting us know there may be incorrect behavior with the Total net profit value in the Strategy Analyzer when Pips is selected in the Display drop-down.

I will test this and if I am able to reproduce I will report the behavior to our development.

I appreciate your patience while I test.

[NinjaTrader_ChelseaB]

Hello offeraz,

I wanted to clarify a few things.

You are using the calculation for Net Profit is this correct?

http://ninjatrader.com/support/helpGuides/nt8/en-us/index.html?statistics_definitions.htm#UnderstandingTotalNetProfit

http://ninjatrader.com/support/helpGuides/nt8/en-us/profit_and_loss_calculation_modes.htm

You are using a single entry with 2 profit targets, is this correct? (This would cause the performance to display these as two different trades)

You are finding that when the trade is split into two trades the PnL is half what it should be, is this correct?

[NinjaTrader_ChelseaB]

Hello offeraz,

The help guide has the wrong formula for calculating PnL when pip is selected as the display unit. I've sent a message to our development to have this changed.

I've manually calculated the PnL and I am finding that NinjaTrader is calculating these correctly.

https://www.screencast.com/t/mfkcXK2y