Mathematically there are scenarios where it would equal but not probable. The reason is that the trade pairings would be different if one had positions carried over from one session to the next and thus the performance calculations would likely generate different results.
Sounds like you need to bust out your brokerage statements, and go trade by trade, day by day, until you understand the discrepancies.
What @NinjaTrader is saying makes sense. I think the next step is for you to consult your brokerage statements and identify the exact trades that are different, to better understand why it is happening.
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I have provided (I hope) a clear understanding of the logic behind the trade performance engine and how the input impacts the results. I have also provided logic as to why one range period results would be different than another. If you are comparing results to your brokerage statements, and they do not match then...
- If you carry positions overnight they likely will not since brokerage statements are marked to market, something a client side application is not capable of matching
- If you don't carry positions overnight then you must look at the input used (executions) to make sure the are correct and you have all historical fills in NinjaTrader
- Make sure commissions match by setting the correct values
Assume that both trades are long and winners of $250 each. The daily performance report for 4 June would show 0 trades since the long entry has no match. The daily report for 5 June would show 1 trade, a sell followed by a buy. This is a FALSE trade. The third trade is seen as an open short and is again not counted in the performance report.
Thus the individual reports could look something like this: Profit for 4 June is 0, profit for 5 June is -1000, profit for 4-5 June is +500.
But there is another anomaly that I cannot figure out. Comparing the screenshots 22/05-01/06 to 22/05-05/06 there is a net difference of 5 trades (42-37). But the reports for the individual days show 12, 3, 1, and 1 trades respectively. It seems that NT would be counting fewer trades on the individual daily reports, not more.