If you start the DAILY reports on a day where you started the day flat and run the last daily report on a day where you ended flat, and then ran a report for the entire period INCLUSIVE of the first entry and the last exit, would the totals of the daily reports then equal the total for the period report?

yes. those 2 numbers are equal but they are both incorrect. - not even remotely close-



Also I have even got into the discrepancy under the accounts tab. cash value 107k (approx) - yet realized number is -$150 and the cash started at 100k
.....

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

FWIW, I don't hold positions overnight and I never have any discrepancies with reporting whether I run daily, weekly or monthly reports... NT is always spot on.

I have not followed up with my support team on this case nor have I read in detail your post but I did want to offer up one point of understanding.

NinjaTrader performance reporting is simply a set of calculations of fills that have a time stamp within the date range specified. The first step in the process is to filter the fills and then pair them to form trades. If positions are carried over night then surely you can have different results since the trade pairs will be different if you change dates.

Example:
Enter 1 June 4th
Exit 1 June 5
Enter 1 June 5
Exit 1 June 5

In the fill flow above, if you generated a report from June 4 through 6, you would see two trades reported (Entry June 4th and Exit June 5th) and (Entry June 5th and Exit June 5).

If you generated a reported June 5th through June 6th, you would only see one trade reported where the exit on June 5th is the trade entry and the entry on June 5th is the exit.

As you can see, the result would yield different results. NinjaTrader has no way of knowing if a fill is truly an entry or exit thus it has to build trade pairs starting with the first fill as entry in the date filtered dataset.

I am not sure if this is an explanation for your situation but might help to understand what is happening under the hood.

@NinjaTrader

I understand what you are saying, but if he ran a report each day and totaled all the daily reports, and then ran a report for the entire period (inclusive of all entries and exits) , the two totals should be equal, right?

@ThatManFromTexas,
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.

@dmau

I depend on NT for charts and handle order management.

I depend on the clearing house for accounting.

My daddy always said... "Use the right tool for the right job" .. but then again , he would say, "Hand me a crescent wrench.." and I'd say..."What size?" ... and he'd say ... "It don't matter...I'm gonna use it for a hammer"