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 [email protected], "flowridej" <[EMAIL PROTECTED]> 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 >
