Something weird is going on, and I appreciate that a simple averaging of the individual period PPMs is possibly NOT quite right. But see the attached pics... in one case the difference is huge.
Note the discrepancy is replicated in both the results pane and the log history pane...
If not yet convinced... try these numbers...
This is just nuts.... and yet it seems this is the number ultimately reported in the Summary view
I did some more research... the above weirdness seems to have only happened on a few groups of walk-forwards I ran over the last couple weeks.
Other results look more sensible...it it quite inconsistent.
Finally, here's an example that does NOT include the above nonsense... yet the calculation of overall PPM over the walk-forward period is still unfathomable (to me) and I have a degree in mathematics ;-)
This is really worrying... as I routinely look at the Profit per Month to identify strategies/parameter settings worthy of closer attention.
Right now, my confidence level in the reported statistic is pretty low !
Cheers,
Trevor... the SA quality control dude ;-)
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