Select Profit Factor

Displays the amount made in relation to the amount lost, excluding trades more than 3 standard deviations from the average trade (see Note). This value is calculated by dividing Select Gross Profit by Select Gross Loss.  By definition, a value greater than 1 means the strategy has a positive Select Total Net Profit.

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).