Is There a Difference Between the Geometric and the Arithmetic Return?

I built a small widget. It's over on the right hand side of that same, you know, two to three DTE sheet. And what I did was I took, I extracted the average in this may not be purely accurate because averages, you lose some granularity. But for example, I took the average one size average law size and put in an arbitrary net lick. This is interesting too, because the size of the account dictates theSize of the trade relative to the account,. which dictates the lack or more volatility drag, right? So I basically printed out the win loss as a percent of account. And then I calculated the arithmetic expectancy and the geometric expectancy.And so without