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It depends on how much you are investing each trade.
If for example you invest more on the loosing trades, you could have
such a result.
--- In amibroker@xxxxxxxxxxxxxxx, "flowridej" <flowridej@xxx> wrote:
>
> 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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