How to filter strategies with annual returns > $100 or lowest monthly Std Dev?
1. How can I filter strategies from strategies window to locate only those strategies that make at least $100 for every year in IS and OOS periods?
2. In “Improve Strategies” tab: How can I dismiss strategies that have worst Standard Deviation of Annual and monthly returns than the original strategy?
3. Is the include Sharpe / Standard Dev for all trades or for monthly returns or for annual returns?
1. and 2. are not available right now, you cannot compute customizable values like this.
It will be possible in new version 4 that will have possibility to compute your own stats and use them to filter strategies.
3. it is monthly sharpe ratio and stdev
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