Adjusted Gross Profit

Displays the gross profit, for a worst case scenario (see Note) during the specified period. Profit is displayed as a positive number in black.

Adjusted Gross Profit is calculated by looking at the number of winning trades, subtracting the square root, multiplied by the average profit. 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.