Tag: performance

Home A. Building… Create 10 strategies using Genetic Evolution. 1.1 Breakout Strategy 1.2 Day Trading Strategy 1.3

Home Your current step-by-step process has both advantages and disadvantages to consider: Advantages Strategy diversity: Creating 20

Home I apply a topic based filter here, sorting by the best IS, followed by the best

Home In backtesting against 20 years of gold data, if my cost is around $1000, should I

Home To ensure your trading strategy aligns with FTMO guidelines and efficiently trades XAUUSD while managing risk

Home Yes, your approach is valid and makes sense. Here’s why using full data for ranking in

Home To classify the values for each metric you mentioned, I’ll provide typical ranges for minimum (min)

Home If your results exceed the values I recommended, that’s an excellent indication that you have exceptionally

Home Profit factor (IS) > 1.4 Ret/DD ratio (full) > 4 Stability (is) > 0.6 open dd

Home Yes, you can definitely use the filters you listed for building your trading portfolio. Applying these

Home After completing Step 3 (the Walk-Forward Matrix with real tick data), the next step for a

Home data precision whould be Selected timeframe only , 1 minute data tick or Real tick ?

Home Yes, when adapting your XAUUSD strategies for AUDUSD, you should use the same ranking and filtering

Home When retesting strategies from XAUUSD on a new pair like AUDUSD, you should first consider retesting

Home To adapt your 30,000 XAUUSD strategies to another currency pair like AUDUSD, here’s a breakdown of

Home In StrategyQuant’s Optimizer, the Simple and Walk-Forward Matrix optimizations serve different purposes and offer distinct methodologies

Home Compare with my last step. Now I have more than 500 strategies ready to enter [Portfolio

Home Do you know all the filters / ranking (like profit factor, cagr/dd%, return/dd, ..) to mean

Home OOS Testing: More importantly, assess the performance during out-of-sample testing to ensure the strategy is robust

Home To filter and select the best strategies from your 300+ strategies in Portfolio Master, follow a systematic approach

Home When focusing on long-term stability for your strategy, aside from CAGR/Max DD% and Sharpe Ratio, the most critical metric

Home what’s the most priority betwee CAGR/Max DD% and Sharp ratio ? When prioritizing between CAGR/Max DD% and Sharpe Ratio,