Maximize in possible value of all those
> Profit factor (IS) > 1.4 > Ret/DD ratio (full) > 4 > Stability (is) > 0.6 > open dd % (is) < 50% > cagr/max dd % (is) [...]
Suggested
Portfolio Creation IS/OOS.
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: [...]