The reason why 'Executed orders' seems double of what you expect is because it counts both 'Open' and 'Close' as separate orders.

Now that vidagig_13 has pointed it out, I'm also seeing the same problem.  I've noticed it before but felt a bit embarrassed to ask about it -- assuming it was something obvious I was missing (and that still may be the case).

I have a very simple strategy that uses a Stop Loss of around 600 points.

From the Journal I can see that everything looks good -- all the losses are around -$6.00.

However, the Account Statistics reports an 'Average loss' of almost double that -- i.e.   -$12.05.  I would have expected the 'Average loss' to be around the Stop Loss.  I am not doing any adding or reducing.

So, my question is:  Why isn't the Average loss approximately equal to the Stop Loss?

I've attached a simple example.  Again -- the Journal entries look fine.

Thanks...

Hi Mr. Popov

I trust you are keeping well, if too busy as usual..

The discrepancy in Average Profit & Average Loss in the Editor 'Account Statistics' (being exactly double) vs. the 'Additional Statistics' RH panel - is not related to a specific strategy; and it occurs on both of my computers with FSB V3.8.6 installed.

I attach a screenshot highlighting the discrepancy more clearly; as well as a test strategy (in my next post) as you requested.

Thanks also to Sleytus for your helpful input too.

Very much appreciated.

I think I found an answer -- using backtester.Strategy.PermanentSL.

The reason I asked is because I would like to compute the ratio of  AverageLoss / StopLoss.   I'll call it ExitQualityNumber (EQN).

EQN = AverageLoss / StopLoss

The EQN should be < 1.  An EQN >= 1 means that my strategy's exit logic isn't working and StopLoss is primarily being invoked to exit the strategy.  If my exit logic is working and getting me out of a trade before the StopLoss hits, then EQN will be < 1.  The smaller the EQN, the better the exit logic.

By the way -- I'm just now experimenting with this, just so you know...

If anyone is interested I'll attach the corresponding AccountStatistics.cs file.