This pairing will help reduce the amount of EA and save time

So give me re-arrange 5 pairs like this without duplicating filters for maximum efficiency.

Sure! Here are five pairs of filters arranged for maximum efficiency, ensuring no duplicates across the selections:

Filter Pairs

1. Pair 1:
   • First Filter (IS): Sharpe Ratio
   • Second Filter (OOS): Net Profit
2. Pair 2:
   • First Filter (IS): CAGR/Max DD%
   • Second Filter (OOS): Profit Factor
3. Pair 3:
   • First Filter (IS): Stability
   • Second Filter (OOS): Consecutive Win/Loss
4. Pair 4:
   • First Filter (IS): Ret/DD Ratio
   • Second Filter (OOS): Open DD%
5. Pair 5:
   • First Filter (IS): Max DD%
   • Second Filter (OOS): R-Squared

Summary

• Each pair consists of one metric from the Importance Score (IS) category and one from the Out-of-Sample (OOS) category, ensuring no duplicates. This setup will help you efficiently narrow down your EA selection while covering various critical performance aspects.

Here are the recommended filter settings parameters for each pair to help you refine your EA selection process effectively:

Filter Settings Parameters

1. Pair 1:
   • IS: Sharpe Ratio
     • Setting: Minimum Sharpe Ratio (e.g., > 1.5)
   • OOS: Net Profit
     • Setting: Minimum Net Profit (e.g., > $1,000 or a percentage of capital)
2. Pair 2:
   • IS: CAGR/Max DD%
     • Setting: Minimum CAGR/Max DD% ratio (e.g., > 1.5)
   • OOS: Profit Factor
     • Setting: Minimum Profit Factor (e.g., > 1.5)
3. Pair 3:
   • IS: Stability
     • Setting: Minimum Stability (e.g., > 0.8)
   • OOS: Consecutive Win/Loss
     • Setting: Maximum Consecutive Losses (e.g., < 3)
4. Pair 4:
   • IS: Ret/DD Ratio
     • Setting: Minimum Ret/DD Ratio (e.g., > 1.5)
   • OOS: Open DD%
     • Setting: Maximum Open Drawdown Percentage (e.g., < 15%)
5. Pair 5:
   • IS: Max DD%
     • Setting: Maximum Drawdown (e.g., < 20%)
   • OOS: R-Squared
     • Setting: Minimum R-Squared (e.g., > 0.6)

Summary of Settings

• Each pair is designed with specific thresholds to ensure you select EAs that meet your performance criteria. You can adjust the numerical values based on your risk tolerance and trading goals. These settings will help you focus on strategies that are likely to perform well while managing risk effectively.