Avg. Trades Per Month is not calculated correctly between IS and OOS
In both IS and OOS it takes the entire period (IS + OOS) to calculate the Avg. Trades Per Month
I have also checked the Avg. Profit Per Month and it's the same. It's not calculated correctly.
I haven't reviewed other related metrics "for years," "for days," but I think you should review them just in case.
attach two strategies:
(1) IS only: from 2004.01.01 to 2011.12.31
(2) IS and OOS: from 2004.01.01 to 2015.12.31
Regards,
Attachment 2.png added
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Status changed from New to Fixed
Attachment avg.jpg added
I fixed the problem in WF Matrix chart there was a bug there.
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HI
Shouldn't the values in column Avg Trades Per Month (IS) be the same?
In the first it is IS + OOS but in the second it is only IS, but both values should match.
(1) IS only: from 2004.01.01 to 2011.12.31
(2) IS and OOS: from 2004.01.01 to 2015.12.31
Thanks
Status changed from Fixed to In progress