What's the correct average return per transaction?

Research
1

One of my favorite tools is the transaction summary under simulation’s “Transactions->Realized->Aggregate by Transaction note or sell rule”. It’s very helpful for identifing which rules need more work and how the rules behave when I test for curve-fitting. Anyway, I’ve noticed that the realized avg return (under Statistics->Trading) is very different (lower) that what I calculate from the “Aggregate by Transaction note of sell rule” summary. I can reconcile them only if I ignore the “Buy/Sell Difference” data of the latter. Unfortunately, for me that leads to significant differences.

Is there a reason to ignore the “Buy/Sell Difference” data?

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2

Am I the only one confused by this?

3

You aren’t alone. I would like to see this cleaned up. Not only the stats but better control over buy/sell differences. For instance, a threshold below which the difference is not rebalanced so we can get rid of the insignificant trades that add labor and transaction costs.
Steve