Include considerations for max drawdown, min recovery factor, and max time of open position in R2 optimization result

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Something similar to Strategy validation (min number of trades) / CommunityPower EA, implement minimum/good coefficients for (max) DD, RF, and max time of open position (if possible). I think I would prefer DD amount since percentage would include profits.

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Andrey Khatimlianskyi
  • Planned (collecting votes)

This should certainly be implemented.

Do you have a list of specific metrics you want to use?

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mel
Quote from Andrey Khatimlianskyi

This should certainly be implemented.

Do you have a list of specific metrics you want to use?

The only metrics I am using at the moment are:

Drawdown amount (not percentage) (max)

Recovery Factor (min)

Duration of open position (max)

Number of trades (min) (which is already there and I am loving it)


I'm sure there are others that are valuable to other people but I'm just not using them at the moment. If there are any that you feel are just as valuable, feel free to include.

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1
mel
Quote from mel

The only metrics I am using at the moment are:

Drawdown amount (not percentage) (max)

Recovery Factor (min)

Duration of open position (max)

Number of trades (min) (which is already there and I am loving it)


I'm sure there are others that are valuable to other people but I'm just not using them at the moment. If there are any that you feel are just as valuable, feel free to include.

Oh and profit (to some extent)!

Drawdown amount (not percentage) (max)

Recovery Factor (min)

Duration of open position (max)

Profit (min)

Number of trades (min)