[amibroker] impossible results?

["flowridej" <flowridej@xxxxxxxxx>]

I am working on a system and have come up with some results that seem 
impossible.  54.58% of the trades are winners and avg profit/loss is 
1.72%  With these numbers the annual return is negative.  How can this 
be?  Since more trades are winners and the average trade is positive 
doesn't the return HAVE to be positive?  What am I missing here?

thanks,
Jason







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