I've downloaded Ninjatrader to backtest the strategy and test some other ones, but I'm not getting the expected results.\
A few things are happening here:
- My results are long only, your backtest includes short trades
- NinjaTrader does not compound returns unless specified. In other words, DefaultQuantity will always purchase 1 BTC regardless of account size. This skews overall account returns.
- NinjaTrader does not graph mark-to-market PNL charts, only changes in closed PNL. This is why there are sudden surges upwards or downwards on your graphs
- There is probably an error in the price data used - your results imply that a short trade lost 100% (market rose 100% while short) - I cannot see this in market history