Hello,
I expected that after running an Optimize in the "Net Profit" column would come out the same as after running a backtest in the "Cum Profit" column. But that's not the case. Why?
If they were the same, the would hold the same name, don't you think?
Since the name is different, they are different.
Cum profit is NOT Net profit.
That is common sense assumption, not assuming that different named things are the same.
Net profit in optimization is the same a Net Profit that you see in the Backtest Report after backtest (System test report window) That is what you should be comparing your optimization results to.
Cum. profit as its name says is cumulative profit from TRADES ONLY.
Net profit accounts for MORE than just trades. It includes all other effects that affect final equity. It might be interest gains, it might be loan charges and various other that affect cash that you have in your account. Net profit is essentially final equity minus initial equity. Use DETAILED LOG to find out equity changes.