Average Profit not accounting for 0 profits

wisper7 6 years ago updated by Genesis Vision Support 6 years ago 1

I thought I already posted it but can't find it so maybe I forgot to hit submit.

A manager's avg. profit should include his zero profit days. So if a manager has 1 day of 50% profit, but doesn't make any trades for the next 20 reporting periods, his Avg. Profit should read MUCH lower than 50%. These 0 days should be added in as well, resulting in an AVG. profit of .50/21 . 

Otherwise, it looks like a manager has consistent returns, when really he just doesn't trade at all after getting an initial profit.


Thank for your feedback! It's good idea and we will bear it in mind.