The maximum number of contracts held during the best optimization test. The number of dollars made (profit) for every dollar lost. The amount of money required on account to survive the largest equity dip during the test period. The average number of bars for losing trades. The average number of bars for winning trades. The largest number of consecutive losing trades. The largest number of consecutive winning trades. The amount of money won or lost in the average trade. The ratio of average winning trades to average losing trades. The loss generated by the largest losing trade. The profit generated by the largest winning trade. The number of trades in which money is lost. The number of trades that are profitable. The total number of trades that were generated by the strategy. The gross loss that would have been sustained trading this strategy. The gross profits that would have been earned trading this strategy. The fitness value being calculated chart's underlying In-Sample data as set on the Advanced Settings dialog. The number identifying sequence of tests - this column is located on the far left of the report. The column that appears for each input tested the column name is the same as the name of the input. The following fields below are the default fields displayed in the Optimization Report and represent short, long, and all trades: Field Name "Long" indicates that the results are based on long trades, "Short" indicates the results are based on short trades, and "All" combines the results for both long and short trades. For details, see Formatting Strategy Optimization Report Fields.Įach field name in the Optimization Report prefix specifies which trades are being reported on. You can customize which fields are displayed and the order in which they are displayed. There are a number of different fields that you can choose to display in the Strategy Optimization Report. TradeStation Help Strategy Optimization Report Fitness Function Fields Strategy Optimization Report Fitness Function Fields
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