Select Gross Loss

Displays the cumulative total of all losing trades (see Note), excluding trades more than 3 standard deviations from the average losing trade, during the specified period.

Select trades are designed to adjust the results by removing all positive and negative outlying trades. An outlying trade is defined as any trade that has a profit or loss 3 standard deviations greater than the average trade.

 Takes into account commissions (and slippage, if specified for strategies).