I need help getting derived values for OptimizationFitnesses:
Max Cum. Net profit [Maximum value of Cum. net profit from Trades tab]
Lrg. Win day [Maximum value of Net profit from Analysis tab, Period: Daily]
Lrg. Loss day [Minimum value of Net profit from Analysis tab, Period: Daily]
Avg. day [Average value of Net profit from Analysis tab, Period: Daily]
Tot. Win Days [Count of values of Net profit, if Net profit > 0, from Analysis tab, Period: Daily]
Tot. Loss Days [Count of values of Net profit, if Net profit < 0, from Analysis tab, Period: Daily]
Max MAE [Maximum value of MAE from Trades tab]
Max MFE [Maximum value of MFE from Trades tab]
Max ETD [Maximum value of ETD from Trades tab]
Appreciate support team for help in advance.
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