I'm currently working on a strat with a programmer and have been trying to get the hang of NT8 functionality during the process. I used Multi-Charts previously when testing automated strategies so NT8 is a bit different (I used NT7 for discretionary trading only).
The confusion arises when I add the results for Long or Short only trades as it appears the charts seem to re-center all results.
This is the base result where the 50% net profit is approx $11,300
When I then add a series to review long only trades, it appears both distributions shift. The blue line, which I assume is the original test, now shows it's 50% net profit is approx $7,960 while the green line is extremely similar
Lastly, here it is with the the short only trades added to it. All distributions appear to shift again with the green line's 50% mark at approx $2,990.
I've used Kevin Davey's handy Excel MC sheet, but it doesn't apply real well to this situation as I'm trying to fine tune this strat to use with a $100K TST combine and the $3,000 "ruin" figure hits 33% of the time (as expected without my final refinement).
Can anybody explain why NT8 seems to re-center the distributions? I'm sure it's user error somewhere, but I wanted to confirm before I stopped using their MC simulator altogether. Appreciate any feedback.