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Commissions in Winning/Losing Trades stats

Posted By fxgirl 2 Years Ago
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Posted Tuesday June 16 2015
Hi there,

it looks like when turning commissions on in the paper broker only 1/2 of them will be used for the winning/losing trades statistics while it's done right in the total trades stats.
Please verify.

xoxo

FxGrrrrrrrrrrl
Posted Tuesday June 16 2015
Hi FxGirl,

Are you talking about the results you see in the system summary in the system results? Can you give more detail on what you are seeing? Which values seem to be wrong and what do you expect them to be?

Thanks,
Daniel
Posted Tuesday June 16 2015
I run a strategy with no commissions that trades 1 contract per trade and get:

System totals:
788 trades (788 real trades no overlapping trades) of which there are
Net Profit 52112.50

Winning Totals:
388 trades
Gross Profit of 487025

Losing Totals:
396 trades
Gross Loss (434912.50)


Now if I set commissions to 2.50 per contract I get:

System totals:
788 trades (788 real trades no overlapping trades) of which there are
Net Profit 48175.00 (788 * 5 less than before (+2.5 because one trade is still open), as expected)

Winning Totals:
388 trades
Gross Profit of 486055 (I'd expect 487025 - (388 * 5) = 485085)

Losing Totals:
400 trades (4 more because some breakeven-trades are now losing trades)
Gross Loss (437880.00) (I'd expect -434912.50 - ((400 * 5) - 2.5 = 436910)

please help, why is that?


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