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> On the "Analysis" page of a Strategy performance
> Report is an item called "Adjusted Net Profit." Can
> someone tell me what this is and how it differs from
> the regular Net Profit?
Online help says the average losses are "inflated" by their
square root (what's up with that!?), average losses are
"deflated" by their square root, and the net is calculated using
these "adjusted" trade values. I have no idea why they use the
square root. They just seem to be trying to come up with more
pessimistic values.
The "Select" profit/losses might be a bit more useful. Those
figures are calculated by discarding any outlier trades.
Presumably they use the "Outlier Trades" shown just above the
"Efficiency Analysis."
Gary
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