Result of Backtest with 99.9% model quality. - page 3

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WHRoeder:

If you use non-fixed, it will choose parameter sets that favor the earlier portion of the test and aren't bad in the later portion. That's why you must optimize on part and test on a different part (year.) Set could be terrible on another year.

If you use fixed, it will choose parameter sets that favor the best average performance over the entire portion.

I wrote the multi-pass optimization so I could find get a parameter set that was positive each year over multiple years.

Really nice codes and something to consider. Thanks.

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RaptorUK: If I'm looking for income,  no,  if I'm looking for capital growth then yes.  either way I would never use fixed lots. The figures I looked at were average profit trade,  average loss trade and win rate.  Break even WR needed is    1401.82 / ( 1401.82 + 3316.30 )  =  29.7%  actual WR  53.47%  the difference is significant and is a cause for optimism . . .   assuming the Strategy isn't massively curve fitted.

I like that Criterion as well. I wish Mq would include it within the reports. Imo, the Criterion could be improved by tracking the Mae and Mfe of Individual trades. This would come in handy for systems with 100% winners which employs No-StopLoss.