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Al,
If PositionSize is set to the same value as Initial
Equity then if there are profitable trades, then the PositionSize will stay at
the same value as originally set, but if there are losses then I assume the
PositionSize will reduce for the succeeding trades, or the trades will not be
taken at all (depending on the Reduce positionsize setting?). In order to
get an accurate expectancy ratio, I want every trade to be precisely the same
size. If the position size increases OR reduces during the test, then the
expectancy ratio would be biased. Does this explain it?
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