Net Profit divided by %Drawdown – is a good indicator of how quickly a strategy can recover from a loss
Optimization profile values as databank columns and filters. Works only from version SQ 129 up!
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)
Snippet calculates average MAE of all trades in pips
Snippet calculates average MFE of all trades in pips
Ratio of SQN(IS) / SQN (OOS)