Evolutionary algorithms to find optimal FilterRules

<h2>The optimizing problem.</h2>
<h3>”I have the following problem:</h3>
I have a set of trading strategies. Let’s say 5000.

Each of these strategies has N attributes. The number N is the same for each strategy.

Each of these strategies generates a profit value which I denote here with Profit=.

 
<h3>Here’s an example:</h3>
N: Attribute1, Attribute2, Attribute3 => Profit

1: ProfitFactor=1.2, Stability=0.9, WinLossRatio=0.3 => Profit=5000 Euro

2: ProfitFactor=1.7, Stability=0.7, WinLossRatio=0.2 => Profit=-6000 Euro

3: ProfitFactor=1.3, Stability=0.2, WinLossRatio=4 => Profit=20 Euro

…
<h3>The Request:</h3>
From this set, I want to select a number of x strategies so that the total profit is maximized.

For example, if I select the 1st and 3rd strategies, I have a total profit of 5020 Euros.

 
<h3>The filtering process:</h3>
Consists of metric rules that filter the set.

For example, with the following metric rule, I would filter out the 2nd strategy and thus achieve a profit of 5020 Euros:

ProfitFactor > 1.2 AND ProfitFactor < 1.7

 
<h3>What I’m looking for:</h3>
I’m looking for software that can solve this task for me. The software should determine the appropriate metric rules for a given example set.”

Question:

I asked ChatGPT I attached the solution from chatGPT. “I’m not sure if ChatGPT has solved the problem for me. Has anyone had experience with this type of optimization?”