discrepancy in results

[nicknamed]

Hi,
I really do not understand why the average trade can be 36,42 USD, average winning trade 105,74, average losing trade -70,99 and
largest win trade 9,99, largest losing trade -3,54, the style of view is "Points" not percent.
In reality should not the largest win trade be greater than the average win trade?
For details, please see the attachments.
N.

[NinjaTrader_Bertrand]

nicknamed, please see those definitions here for the formulas used - http://www.ninjatrader.com/support/h...efinitions.htm

This is the avg trade, not the avg max, or avg loss trade - the avg of $ you make when placing a trade (historically).

[nicknamed]

That link did not help, I already know that and in my opinion it only confirms that we use the same definition of variables but get strange non-sense results.

I have never seen average max trade you mention, how can you average a single max trade?

But largest win trade should be as of its definition greater than average trade, right?

Imagine this example:

We have trades with profits in USD:
-5 -2 -1,5 -0,5 1 2 6 7 than the total sum of profits is 7, average trade is 7/8 = 0,875,
average win is (1+2+6+7)/4 = 4
average loss= (-5 -2 -1,5 -0,5)/4 = -2,25
largest win trade is 7 and largest losing trade is -5 so we can see that largest win trade (7) is greater than average trade (0,875) and average WIN! trade (4) and also largest losing trade -5 is smaller than
average trade (0,875) and also! the average losing trade (-2,25).

This is pure math, I really cannot see how largest win trade in your statistics can be any smaller than average win trade or average trade. As you can see from my example if you average few numbers and there is one that is max, than it has to be simply greater the average, right? In your statistics it does not work like that.

Therefore unless you define these variables (different types of average trades) I used here in this example in a totally different way, there is a flaw in your statistics.

[NinjaTrader_Bertrand]

N, I agree the largest win and loss trade #'s seem to small viewed in currency mode (from your results it does not look like you worked in points mode as you initially stated, could you please confirm)?

If I take your total net profit and traedes #, the avg trade comes out, correct according to the formulas used.

On what symbol and connection were you working?

[nicknamed]

symbol was FAZ (you can see this from NinjaTrader Trade List, 1_1_2009 - 3_9_2010.csv in attachment)
also
the points - yes I did use them (one cannot have 425,99 % per month) , I rarely use percents as the cumulativeness biases the profit graph view (under percents you see beautiful profit graph but when under points you see the profits were made a year ago and last half year it did not make any significant profit or loss - so that is why I use graph in points or USD).

You can recalculate all the statistics from the NinjaTrader Trade List, 1_1_2009 - 3_9_2010.csv adn verify with the summary.

[NinjaTrader_Bertrand]

nicknamed, thanks for clarifying - we'll look into and get back to you.

[nicknamed]

ok, thank you for your interest helping me