I am doing an optimization test with Equity data of about 2000 symbols using EOD data from Norgate.
I am seeing some peculiar results in a few of the optimizations.
I looked at the ratio of Avg Profit loss / Avg % Profit Loss as a measue of some consistancy. In this test run, the ratio is about 50 except for 4 out of 90 that are 11.9, 11.9, 14.5 and 17.4. Most others are 49 to 50.
The same numbers came up on a re-run, including number of trades
If I multiply Avg Profit x trades, the result is same as Net Profit, as expected, so the Avg % PL seems out of wack
Can not figure out for a reason for such a deviation from the norm of about 50.
Appriciate any feedback.