I'm using 1 contract (Raw Profit) mode of position sizing, when backtesting futures data (continuous daily data from TradingBlox).

My trade performance shows only +/- $10-20 per trade: it should be in the 100's or 1000's because of the leverage of futures on the index change - e.g. Corn profits are 50x the gains of the index.

How do i get the backtesting simulator to multiply the performance with the "big point value" of the futures symbol, so it accurately simulates the performance?

Kiran

See "Symbol Info Manager" under the Tools menu. Also, check out the User Guide > Reference > Symbol Info Manager for more guidance.

P.S. Next time, please pick a more suitable forum for posting questions that are purely technical. This forum ("Trading Strategies") centers around discussing trading strategy rules, logic, algorithms and their concrete implementation, whereas your question is a perfect candidate for any of these forums: "Wealth-Lab Developer/Pro", "General" or "Wealth-Lab 101". Thanks.