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Optimizing on anything other than net profit, I get results with less than 5 trades

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    Optimizing on anything other than net profit, I get results with less than 5 trades

    As in the title.

    I know there was an issue request on the last beta to set a minimum number of trades of optimizations. But the optimizer still seems to be returning bad results when not optimizing on Net Profit. So I do not think that "requiring a minimum number of trades" for each optimization result is the solution.

    Instead, the fact that the Optimizer continues to return with results with almost no profit, even when optimizing on factors like Profit Factor whose formula explicitly includes profit, seems to indicate the problem is that the Optimizer is ignoring profit when calculating the performance scores for metrics like Profit Factor, Sharpe, etc.
    Last edited by mrengleman; 05-27-2016, 09:49 PM.

    #2
    Hello mrengleman,

    Thank you for your post.

    I would like to recreate what you are seeing. Could you provide a screenshot of the results in question and the settings used in the Strategy Analyzer?

    Could this be based on the strategy or the instrument the test is run on?
    Is this a Forex instrument?

    I look forward to your response.

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