HOW does that happen? NT7b22. I have done a lot of testing with this strategy and it has never done anything remotely weird like this. This is a LONG only strategy. Used PH Genetic for the optimization. Ran a backtest after the optimization with the 'winning' variables, and the results are consistent.
Screen shots are attached. List of trades available if needed
I 'think' I understand math: I understand that average= total of all units / # of units .... ergo the average can sometimes equal the largest when ALL the units = largest unit. So how can an average be twice the size of the largest?
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