I have mentioned this issue in a couple different places but thought I would elevate the topic by creating a new thread.
For those who back test, I have found over and over again that the data cache gets corrupted and needs to be deleted so NT can rebuild it. Not heeding this advice will most certainly cause you to think you have a well performing system when you may not. The data cache is located in your documents folder, ...\Documents\NinjaTrader 7\db\cache. You will see folders with names that correspond to the session template you are using. Delete that folder and the folder will be rebuilt the next time you reload historical data or run strategy analyzer.
So, when I have back testing and optimization to do, I delete the appropriate cache, do the back testing and optimization, record the performance statistics, delete the cache and run it again, then compare these results with the previous to make sure they are the same. If they are then I feel pretty good about the effort. If they aren't the same, then I start over.