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  • 05/15/2025 at 12:29 PM #247157 quote
    dipont
    Participant
    New

    I´d like to sort my backteting results based on the profit factor. its that currently possibel? I havent been abel to find a way to do it. Thanks lot!

    05/15/2025 at 3:18 PM #247162 quote
    robertogozzi
    Moderator
    Master

    It’s possible when you want to optimize some variables (as from pic X), where you can choose your preference from a drop-down menu.

    In any case you can select, from the Dashboard drop-down menu (pic Y), the statistics to read plenty of data available.

    NeoTrader and Iván González thanked this post
    x.jpg x.jpg y.jpg y.jpg
    05/19/2025 at 11:19 AM #247311 quote
    dipont
    Participant
    New

    Thanks. I am very familiar with the backtesting function. I wish there were an option to sort the results by profit factor from the dropdown menu, while it does apear on the dashboard. if you have over 1000 results its nearly impossibel to chek each one manually…

    05/19/2025 at 11:47 AM #247313 quote
    GraHal
    Participant
    Master
    dipont wrote:

    if you have over 1000 results

    I must assume you mean optimise results (not backtest results as you state above, backtest gives only 1 result?)?
    When optimising, there is a column named Gain which can be sorted … so what is the problem you are experiencing?
    I must be not understanding what you are saying?

    dipont thanked this post
    05/19/2025 at 1:15 PM #247321 quote
    JS
    Participant
    Senior

    To calculate the “profit factor,” you need to know both the total profit and the total loss…

    (total loss is not calculated during the optimization)

    05/28/2025 at 3:23 PM #247705 quote
    dipont
    Participant
    New

    that makes sense… but in my point of view, a system with 10% profit in a year with a profit factor 2 is much stable compered to a system has 15% profit but only having a profit factor of 1.2.

    so the profit factor should be considered a key component in optimization process.

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Results sort by Profit Factor.


ProOrder: Automated Strategies & Backtesting

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dipont @dipont Participant
Summary

This topic contains 5 replies,
has 4 voices, and was last updated by dipont
8 months, 3 weeks ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/15/2025
Status: Active
Attachments: 2 files
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