Databank

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January 21st, 2019

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Databank is a storage place where the generated/tested strategies are stored with their results.

Each mode (Build/Test/Improve/Optimize) has its own independent databank table.
For memory reasons Databank cannot keep unlimited number of strategies, instead it stores the selected number of top strategies, for example top 100 or top 1000 strategies.
The configuration how many strategies to store in the Databank and how to sort them can be set in the Settings -> Ranking options

Databank functions

Every strategy result in the Databank can be viewed in the Results screen by using double-click.

Load

this button is available only in Retest databank, it loads Strategy projects (.str files) so they can be retested.

Save (as Strategy/Source code)

this way you can save your strategy, you should always save good strategies to a Strategy Project (.str) so that you can work with them later.

Edit strategy (Parameters/Trading rules)

here you can manually edit the selected strategy – either the values of its parameters or the trading rules.

Delete/Clear all

this will delete selected or all strategies from the list

Create portfolio

it will combine selected strategies to a portfolio – a special report that combines trading results of multiple strategies. You can then check/analyze the results of whole portfolio of strategies.

Views

Each row in the table represents one strategy plus, the results of the strategy backtest – number of trades, total profit/loss, Fitness score, etc. are visible in the table columns.
Results are divided into In Sample and Out of Sample parts.
All the columns in the databank are customizable, you can choose which columns you want to see using views.
Export databank contents to CSV/XLS
you can also export the whole table content to a CSV or XLS file

Databank columns

Sharpe Ratio
Check this https://www.investopedia.com/terms/s/sharperatio.asp
R-Expectancy
Performance metrics developed by Van Tharp, it gives you the average profit value related to average risk (R) that you can expect from a system over many trades.You can find more at: http://www.vantharp.com/tharp-concepts/expectancy.asp
Stability
Special value in range from 0 (worst) to 1 (best) that measures how stable is growth of the equity chart.
Fitness score
When the strategies are generated, every new strategy is backtested on a history data and the results of the backtest are then used to compute the Fitness (rank) of the strategy. Fitness is number from 0 to 1 and it should reflect the “quality” of the strategy according to the given criteria.

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