Adjusted Profit Factor

Displays the amount made in relation to the amount lost, for a worst case scenario (see Note) during the specified period. This value is calculated by dividing Adjusted Gross Profit  by Adjusted Gross Loss. By definition, a value greater than 1 means the strategy has a positive Adjusted Total Net Profit.

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 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.