Incorrect AVG trade calculation in SQ

6 years ago #117149

Hello colleagues!

I don’t know why, but my SQ not calculate average trade correctly. I also think that avg wiining trade and avg losing trade values are not correct.

The calculation of average trade is very simple. It can be done by two formulas:

Average Trade = Total Profit / Number of trades

or

Average Trade = Average Winning Trade – Average Losing Trade

As you can see in the picture below, the value of AVG trade is not correct!

Average Trade = 45 082.98 / 369 = 122,18 USD

Average Trade = 984.02 – 864.94 = 119,08 USD

SQ Average Trade = 928.52 USD !?!

Is it SQ error or my incorrect settings???

File:

2017-05-15_8-12-59.png

Automated Trading, PA & Renko systems, PC - i7-5820k, 480 GB SSD, 16 GB RAM

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6 years ago #143913

I think the yearly AVG % return is also not calculated correctly. I will show you an example.

My capital size is set to 100 000 USD. The SQ generated a strategy which made profit of 56 678 USD. So, my balance is 156 678 USD now. It is 56 % return. However, the SQ shows yearly AVG % return of 126.63 %! It is clearly nonsense! Where is the problem? Thank you for solutions.

BTW, How can I post an extra picture to this thread? I do not see any option to upload new picture. I would like to post the screenshot of the strategy result.

Automated Trading, PA & Renko systems, PC - i7-5820k, 480 GB SSD, 16 GB RAM

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6 years ago #143999

Hello,

we have a bug already reported on % return. This is going to be fixed with new version of QA. Can you also attach the statement or send it to [email protected] so I can check for the average trade issue?

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6 years ago #144023

@tomas262 What do you mean by statement? HTML report? I will send you one of them.

This is not problem of one strategy. All my strategies in SQ show incorrect AVG trade.

Automated Trading, PA & Renko systems, PC - i7-5820k, 480 GB SSD, 16 GB RAM

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