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  • #247157 quote
    dipontdipont
    Participant
    Junior

    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!

    #247162 quote
    robertogozzirobertogozzi
    Moderator
    Legend

    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
    #247311 quote
    dipontdipont
    Participant
    Junior

    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…

    #247313 quote
    GraHalGraHal
    Participant
    Master

    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
    #247321 quote
    JSJS
    Participant
    Master

    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)

    #247705 quote
    dipontdipont
    Participant
    Junior

    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
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This topic contains 5 replies,
has 4 voices, and was last updated by dipontdipont
1 year, 3 months ago.

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