Adjusted Net Profit as % of Largest Loss

Displays the percentage of Adjusted Total Net Profit to the single worst unprofitable completed trade (see Note) during the specified period. Adjusted Net Profit / Largest Loss = Adjusted Total Net Profit divided by Largest Losing Trade.  

Adjusted profit and loss is calculated by looking at the number of trades, subtracting the square root, multiplied by the average profit or loss. The concept here is that strategy may perform better live than the adjusted historical performance.

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