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.