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