NexusFi: Find Your Edge


Home Menu

 





Help Understanding NT Account Performance tab


Discussion in NinjaTrader

Updated
    1. trending_up 2,031 views
    2. thumb_up 1 thanks given
    3. group 1 followers
    1. forum 3 posts
    2. attach_file 0 attachments




 
 

Help Understanding NT Account Performance tab

 
 GregLGTP 
Austin, TX
 
Experience: Beginner
Platform: NinjaTrader
Broker: NT Broker
Trading: ES
Posts: 121 since Mar 2015
Thanks Given: 258
Thanks Received: 70

I had the NT Account Performance Tab produce a wrong (?) result.

Can somebody explain what I'm seeing here?

Here is the sequence of events and a data table below that.

I had, on Monday, bought 1 long @ 2100.5 which I sold at 2102.25. Gain is 1*50*(2102.25-2100.5)=87.5
This was correct yesterday.

Then I bought 1 long @ 2104.5 and the price went south. Avg Price on 1 is 2104.5
at a later time, I bought 2 long @ 2097.0 and my new Avg Price is (2104.5+2097+2097)/3=2099.5.
at a later time again I sold 2 @ 2100.00 and that's when my Realized PnL went to 12.5.

Huh? I just made $50 on that sale and 87.5 on the prior. What Gives? I still have 1 long position if that makes any difference. Has overnight got a factor in this?

Not only that, but my Account Summary sure seems goofed up as well.
Total Net Profit shows $12.50. Gross Profit is $237.50 (I wish) and Gross Loss was $-225.00 (??!!). None of these numbers are correct.

Where did these numbers come from? Just before the start of trades, I had reset my sim account totally. The trades I'd made before the reset were also positive.

I expected the Realized PnL to show 87.50+50 for 137.50. On summary I expected to see Gross Profit = Net Profit = $137.50 and 0 Gross Loss.

Here is the Order (the only orders in the entire thing as the sim had be reset and history cleared).

 
Code
Instrument	Action	Qty	Order Type	Limit	Stop	State	Filled	Avg Price
ES 06-15		Sell	2	Limit		2100.00	0	Filled	2	2100
ES 06-15		Buy	2	Limit		2097.00	0	Filled	2	2097
ES 06-15		Buy	1	Limit		2104.50	0	Filled	1	2104.5
ES 06-15		Sell	1	Limit		2102.25	0	Filled	1	2102.25
ES 06-15		Buy	1	Limit		2100.50	0	Filled	1	2100.5

Started this thread

Can you help answer these questions
from other members on NexusFi?
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
NexusFi Journal Challenge - April 2024
Feedback and Announcements
TPO / Market Profile "indicator" for NT8
NinjaTrader
ZombieSqueeze
Platforms and Indicators
Request for MACD with option to use different MAs for fa …
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Retail Trading As An Industry
62 thanks
NexusFi site changelog and issues/problem reporting
46 thanks
Battlestations: Show us your trading desks!
38 thanks
GFIs1 1 DAX trade per day journal
32 thanks
What percentage per day is possible? [Poll]
31 thanks

 
 
cory's Avatar
 cory 
virginia
 
Experience: Intermediate
Platform: ninja
Trading: NQ
Posts: 6,098 since Jun 2009
Thanks Given: 877
Thanks Received: 8,090


it is easier to calculate if you number them in their seq, Ninja calculation bases on FIFO order;

in the table
1(IN) 2(OUT) = +87.5
3(IN) 5a(OUT) = -225
4a(IN) 5b(OUT) = +150
note: you still have 4b running.
also adding $5 per a completed transaction = 3x5 = -15 you made -2.5

 
Code
Instrument		Action	Qty	Order Type	Limit	Stop	State	Filled	Avg Price               running balance
5b-ES 06-15		Sell	1	Limit		2100.00	0	Filled	1	2100   +3p = +150            +12.5
5a-ES 06-15		Sell	1	Limit		2100.00	0	Filled	1	2100   -4.50p = -225.00      -137.5
5-(ES 06-15		Sell	2	Limit		2100.00	0	Filled	2	2100) -split in 2 orders
4b-ES 06-15		Buy	1	Limit		2097.00	0	Filled	1	2097
4a-ES 06-15		Buy	1	Limit		2097.00	0	Filled	1	2097
4-(ES 06-15		Buy	2	Limit		2097.00	0	Filled	2	2097 ) -split in 2 orders     
3-ES 06-15		Buy	1	Limit		2104.50	0	Filled	1	2104.5

2-ES 06-15		Sell	1	Limit		2102.25	0	Filled	1	2102.25   +87.5               +87.5
1-ES 06-15		Buy	1	Limit		2100.50	0	Filled	1	2100.5

The following user says Thank You to cory for this post:
 
 GregLGTP 
Austin, TX
 
Experience: Beginner
Platform: NinjaTrader
Broker: NT Broker
Trading: ES
Posts: 121 since Mar 2015
Thanks Given: 258
Thanks Received: 70


cory View Post
it is easier to calculate if you number them in their seq, Ninja calculation bases on FIFO order;

note: you still have 4b running.

@cory, Thank you. I for sure didn't use FIFO for doing the calc and that does explain it. I was using the Avg Price calculation as above. Yes, I have a long runner still active.

Started this thread

 




Last Updated on May 12, 2015


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts