Cumulative Profit Graph Issue

[Jean-Marc-Molina]

I have a Strategy that generates about 400 Trades accross 10 years.

The backtest runs fine, (The summary contains no error and there is no error message in the log). However the Cumulative profit, Daily Net profit, and Drawdown graphs do not display. If I reduce the analysis period to 1 year instead of 10 years the graph displays.

This is not a RAM issue. I have enough RAM Available while the 10Y backtest is processed.

Any Idea? Thanks.

[NinjaTrader_Josh]

What happens instead of displaying? Can you please describe what you see?

[Jean-Marc-Molina]

Originally Posted by NinjaTrader_Josh

What happens instead of displaying? Can you please describe what you see?

How can send I you a screenshot?

[Jean-Marc-Molina]

Originally Posted by Jean-Marc-Molina

How can send I you a screenshot?

Hi,

Screenshots are available here.

http://www.it-lyse.com/pdf/NinjascreenshotsBeta714.zip


Cumulative Profits and Drawdown are not displayed correcly.

thank you.

[NinjaTrader_Josh]

You can either try attaching it here via the Manage Attachments button when you reply, or send an email with it to support [at] ninjatrader [dot] com. If you send an email please be sure to reference this thread in the email. Thank you.

[NinjaTrader_Josh]

The y-axis suggests there are values being read into the graphs. Can you please check your Control Center logs for any errors. Can you please attach your trace logs so we can see if there are any errors there as well?

Also, can you please try this with SampleMACrossOver and see if you can get the same behavior? Thanks.

This is on NT7B14 correct?

[Anagoge]

I see the exact same bug in B14 as those screenshots show. Cumulative profit/drawdown are just a straight horizontal line, but monthly returns graph, MAE, efficiency, etc. are just fine. B13 and 6.5 worked fine in this area. Daily profit graph is also broken (just a single vertical bar). There are no errors in the log. This is with a 10 year daily backtest on SPY. A 2 year test works fine, so it is related to longer tests. SampleMACrossOver with SPY daily data and 2/4 as the periods has the same bug, so it isn't strategy-specific either - it is some kind of graph generation bug, I assume.

[Jean-Marc-Molina]

Originally Posted by Anagoge

I see the exact same bug in B14 as those screenshots show. Cumulative profit/drawdown are just a straight horizontal line, but monthly returns graph, MAE, efficiency, etc. are just fine. B13 and 6.5 worked fine in this area. Daily profit graph is also broken (just a single vertical bar). There are no errors in the log. This is with a 10 year daily backtest on SPY. A 2 year test works fine, so it is related to longer tests. SampleMACrossOver with SPY daily data and 2/4 as the periods has the same bug, so it isn't strategy-specific either - it is some kind of graph generation bug, I assume.

I confirm I have the same bug with the SampleMACrossOver and 10Y of backtest data on the CAC40. The previous version fo Beta 7 I had installed (I don't remember which beta it was) did not have this bug.

Thank you in advance for investigating this issue. The backtest capatabilities on long historical data is one of Ninja Trader strong capabilities.

[dave1992]

I had this and it was 'fixed' by making the window bigger. I had about three years, and I needed to full screen on a 1600x1200 screen.

[NinjaTrader_Josh]

Hi everyone,

Can you please send in your .sdf database files for analysis by development? Please send it in to support [at] ninjatrader [dot] com with Attn: Josh in the subject and a link to this thread? Thank you very much.

[NinjaTrader_Josh]

Hi,

I was able to reproduce Jean-Marc-Molina's issue. We will look into it. Thank you for your patience everyone.

[Anagoge]

It does look like the problem is that there are more days in the test than there are horizontal pixels (in the daily profit bar graph, for example), since I can can expand the window over both monitors to get the graph to show more properly. You might be able to add a horizontal scrollbar to that graph. For the equity curve, you might be able to combine days until you get something that fits, but it doesn't make as much sense for a daily profit graph to combine days, since it is no longer a daily profit graph after that. It looks like the bar graphs now try to do equidistant and equi-width bars, but didn't do both previously.