Mathew,
It seems the P/L per unit for my system - System#One (37357326) is being incorrectly calculated.
The system has been profitable since inception - all statistics except P/L per unit are calculated correctly.
Could you please rectify this ?
Thanks,
Pai.
Realism Factor 100.0
Trades 13
Profitable 8
Losses 5
Win % 61.5%
APD Ratio 1.17
Correlation w/ S&P 0.357
Cumu $ $4,978
after typical commission $4,932
Keep after worst-case slippage 100.0%
Avg Win $688
Avg Loss $105
Profit Factor 10.5:1
P/L per unit ($8.01)
after typical commission ($8.44)