Is it possible to add to QA a new columns to the view of simple strategy and portfolio?
Column1 – percentage of “actual consecutive losses” divided “max consecutive losses”.
Take the last consecutive losses from list of trades (if the last trade is profit do nothing = 0) and divide it with the max consecutive losses from whole backtest. So for example if i get 100% it tells me, that right now is the strategy (portfolio) getting max consecutive losses
Column2 – percentage of “actual drawdown” divided “max drawdown”
Take the last value of drawdown from list of trades and divide it with max drawdown – for example if i get 50% it tells me, that right now is the strategy (portfolio) getting to half of drawdown from the whole backtest so it is ready to be put on real account so i can decrease the amount of the risk.
This is very useful to make a decision what strategy or portfolio is ready to be put on real account
Someone who could do it for the community?
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5 new columns – folder DatabankColumns:
- Actual DD
- Actual DD / DD in %
- Last Consec. Losses
- Last Consec. Losses in % of Max Consec. Losses
- Last Consec. Wins
2 x fitness functions for Portfolio Master – folder FitnessFunctions:
- Actual DD in % of Max DD – maximizing this value
- Last Consec. Losses in % of Max Consec. Losses – maximizing this value
Folder StatValues – modified snippets extending StatValues calculation
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