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Profit Per Month, Negative with Positive Net/Others

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  • CMillz
    started a topic Profit Per Month, Negative with Positive Net/Others

    Profit Per Month, Negative with Positive Net/Others

    I am having a hard time understanding how profit per month is calculated, despite the manual's description.

    I have a strategy I have ran, which has $2,701.92 total net profit (After $368.08 of commissions) , 1.66 profit factor, 39.53% profitable, avg win $200.13, avg loss -$78.90, avg trade $31.42, win/loss ratio 2.54, total trades of 86

    It is showing -$11.89 for profit per month. How is that possible?

  • NinjaTrader_AlanP
    replied
    Hello CMillz,

    If you set the start date of the strategy and the end date to include exactly 3 months, does the profit per month make more sense? If your start and end date include partial months, the SA factors what that months profit would be if the strategy ran the whole month. Then the total hypothetical sum is divided by how many months the strategy covered.

    I put together an excel sheet which demonstrates how the logic works.

    Please let us know if you need further assistance.
    Attached Files
    Last edited by NinjaTrader_AlanP; 07-19-2017, 02:06 PM.

    Leave a comment:


  • sledge
    replied
    My PPM in market replay looks correct... it divides out to about 3.45 years of replay, which is pretty spot on.

    I don't have commissions enabled as I was never able to figure it out/get it to work.
    Attached Files

    Leave a comment:

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