I'm Confused

[Georgeget]

Hello,

I'm confused over the performance results from the strategy analyzer. Can someone explain why the cumulative percentage profit is 16.8 Million %? It's extremely misleading, unless I'm missing what it's used for in gauging performance.

I had my strategy buy 100 shares of the S&P 500, which at the lowest entry price would've cost $1,683.00. If you took the total net profit and looked at the percentage change between the lowest entry and profit, you'd see a change of about 29500%. That's nowhere near the cumulative profit.

Thank you for helping me better understand the system,

[Gawldette]

Brandon,

Thanks for the quick response. Attached is the rest of the report. How can I use the cumulative profit % to gauge performance? It doesn't seem useful, but I might be misunderstanding the equation underlying it.

[gjbnewws97]

Is there a way to calculate a CAGR out of the results from this report?

Thank you for your help

[gkpufdec24]

If you want to see meaningful results, I would suggest that you view that report in "Currency". With no statement as to the basis for calculating those percentages, the figures are pretty useless.

You may have to calculate some percentages yourself once you can see the currency returns, but then, at least, you will know what basis you are using to calculate said percentages.

[admin]

Hello SamBing,
Thanks for your reply.
I see there are many trades in your results. I would not be able to calculate these values for you.
The important thing to note here is that this is based on percentage of the instruments entry price.
So lets say for example you buy the ES at 2010 and exit at 2020. This is 10 points profit.
You can then take 10 and divide it by 2010 which would be 0.0049751.....
To get the percent you would then move the decimal over 2 spaces and round the number giving you a 0.50% Cumulative Profit for this order.
I would not be able to give trading advice on how to use this value for your trading.