What is P/L?


Shows the ratio of the average profit to the average loss.



What is the Average Return?


this is the sum of the relative positive P/L of all winning days divided by the number of winning days. In other words, how much the strategy earned on average per day, if we take a sample of days P/L greater than 0.


What is the Average Loss?


This is the sum of the relative losses of all days with a negative P / L divided by the number of losing days. In other words , how much the strategy lost on average, if we take a sample of days with P\L less than 0.