Net Profit divided by %Drawdown – is a good indicator of how quickly a strategy can recover from a loss
Bundle of databank column snippets which can help you identify Exit Methods used in the strategy.
Second file is Exit Complexity – databank column which returns a summation of the used exit methods.
This Databank snippet returns the median Number of Trades of all tested additional markets.
This Databank snippet returns the median Stability SQ3 of all tested additional markets.
This Databank snippet returns the median Net profit of all tested additional markets.
This Databank snippet returns the median Profit factor of all tested additional markets.
Optimization profile values as databank columns and filters. Works only from version SQ 129 up!
(2 votes, average: 4.50 out of 5)Walk-Forward values as databank columns and filters.
Average Entry Efficiency = Sum((Maximum Possible Difference in Prices For This Entry)/
(Profit Potential))/Number Of Trades
Total Efficiency = (Realized Difference in Prices)/(Profit Potential)