account performance data

[gordongekko]

Is there a way to view the performance of each account (live and simulation) individually and view the results for each instrument on each account for a specified time period? Also is it possible to view the equity curve on a chart for each account?

[NinjaTrader_DrewO]

gordongekko,

Thanks for posting.

When viewing the Trade Performance report, you can click the Filter icon next to the Display drop down menu to view the Advanced options. This would include which accounts are included in the report when generated. More information at the below link:

https://ninjatrader.com/support/helpGuides/nt8/en-us/using_trade_performance.htm

You can use the Period drop down menu of the "Analysis" Dispaly to break the data down based on various time frames. More information at the below link:

https://ninjatrader.com/support/helpGuides/nt8/en-us/performance_displays.htm

I'm seeing an equity curve as being defined as a graphical representation of the change in the value of a trading account over a time period. In the Graphs drop-down menu in the Analysis Display, there would be an option for "Cumulative Net Proft" to graph, would this be a similar representation of what you're looking for?

[gordongekko]

This is for NinjaTrader 7. I don't see an "accounts performance" tab in version 8

[NinjaTrader_DrewO]

gordongekko,

Thanks for replying and pointing that out, my mistake.

I have updated my previous reply for NinjaTrader 8.

[gordongekko]

Is there a way to view the largest drawdown per account per instrument per time period?

[gordongekko]

Also can access all of the same data available on accounts for historical backtests?

[NinjaTrader_DrewO]

Hello,

Thanks for your reply.

Cumulative Drawdown and Max Drawdown would be the available Drawdown graphs. Both of these are also available in the Analysis Display.

Accounts with historical trade information would display in the "Accounts" list in the Filter view.

[gordongekko]

is the average # of traders column each side or round turns?

[NinjaTrader_DrewO]

gordongekko,

Thanks for your reply.

This would be each side. I tested this on my end by placing two trades on the same day. I received a value for 2.9 for this statistic. Please see the formula below:


SUM(of all trades) / (# of days between the date of the first trade and the date of the last trade) * 252 / 365

Only using a value of 4 for SUM in this situation would produce the value received in the Trade Performance report, which means this statistic considers each side.