I have a straegy which generates the following Portfolio analysis lines, among others, in the Performance Report.

• ProF Profit factor (gross win divided by gross loss, including phantom trades)
• Wgt% Weight of the component; contribution to the overall profit of the strategy in percent. In case of a losing component, the weight can be negative.

A profit factor > 1 means gross wins is larger than gross loss. How can Wgt% be negative in this case?

Please help me understand.

There can be many reasons why a positive component contributes negatively to the total result. For instance, a total result that's also negative, or a great difference between oversampling cycles or between real and phantom trades, or other reasons that I don't know at this point. Answering questions about the results of a script without seeing it is sort of difficult.

Oh, okay.
The manual makes it sound like the only way Wgt% can be negative is if ProF < 1. It doesn't mention any of those other reasons.

Thanks for taking a look.