Return on Trades: Long Trades

Abbreviation: %RetTrdLong
Category: Trading Strategy: System Information
Input Parameters:

Name Range Default
Trading Strategy

 
Calculation:

Sum of returns for all previous long trades

For long trades,

Return = 100 * (exit price – entry price – commissions) / (entry price + commissions) 

Note that the entry and exit price incorporate any specified slippage and/or point value.

 
Discussion:

Computes the total percent return for all previous long trades. When graphed, provides a useful means of analyzing, troubleshooting and improving a trading strategy.
 

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