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Optimization of systems

Pere · 2017-07-19T11:15:29+00:00

If I code a system and optimize it, I get a report with follwing values: Value of win/loss, win in %, number of positions, win positions in % and mean profit per trade. Could it be possible to add in this report the values of Ratio win/losses (profit factor) and Drawdown?

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ProOrder: Automated Strategies & Backtesting
Optimization of systems

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07/19/2017 at 12:15 PM #41068 quote

Pere
Participant

Veteran

If I code a system and optimize it, I get a report with follwing values:

Value of win/loss, win in %, number of positions, win positions in % and mean profit per trade.

Could it be possible to add in this report the values of Ratio win/losses (profit factor) and Drawdown?

07/25/2017 at 3:37 PM #41592 quote

Nicolas
Keymaster

Legend

You are right, it could be a good tip in the optimization report window. Would be great if you could add it to the wish list of the dedicated topic, please: https://www.prorealcode.com/topic/centralization-of-queries-and-suggestions-on-prorealtime/
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Optimization of systems

ProOrder: Automated Strategies & Backtesting

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Pere @petrus Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
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Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	07/19/2017
Status:	Active
Attachments:	No files

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Optimization of systems

Stuck on this ProBuilder code?

Optimization of systems ProOrder: Automated Strategies & Backtesting

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Optimization of systems

ProOrder: Automated Strategies & Backtesting