Adjusted Gross Loss

Displays the gross loss, for a worst case scenario (see Note) for the trading strategy during the specified period. Loss is displayed as a negative number in red.

Adjusted Gross Loss is calculated by looking at the number of losing trades, adding the square root, multiplied by the average loss. The concept here is that trades may perform better live than the adjusted historical performance.

 Takes into account commissions (and slippage, if specified for strategies) plus possible currency conversion factors.