Calassify the values that should be in each sections, min - max.
> To classify the values for each metric you mentioned, I'll provide > typical ranges for minimum (min) and maximum (max) values, [...]
> To classify the values for each metric you mentioned, I'll provide > typical ranges for minimum (min) and maximum (max) values, [...]
For filtering strategies in **In-Sample (IS)** and **Out-of-Sample (OOS) phases**, here’s how you should approach it to ensure long-term stability: [...]
> In phase 1, which says to create 4-6 portfolios, in this part, what > should I filter and rank them by? > 1. **Profit Factor** > 2. [...]
> Added ability to filter by IS and OOS in each topic to see which > IS/OOS should be used. When adding the ability to filter by **In-Sample [...]
> Do you know all the filters / ranking (like profit factor, cagr/dd%, > return/dd, ..) to mean profitable or good trend within SQX? Yes, in [...]
> i setup my raking like this: a. CAGR/Max DD% > 1 b. Sharp ratio > 2 c. > Profit factor > 1.5 d. Stability > 0.8 e. Open DD% < [...]
> which 1 more priority do i need for confirm my strategy most stability > for lonng term running?, except CAGR/Max DD% and Sharp Ratio When [...]
> i just building and got some prototype but i asking u: Profit factor, > Ret/DD ratio, Stability, Fitness, Open DD%, Win/Loss ratio and > [...]