Optimization Sort - Balance + ________

[david mackay]

There are seven sorts possible ie max Recovery Factor, max Profit Factor.

Has someone done any research as to the 'best' sort to use or any sort of comparison.

Myself, I weigh Recovery Factor and Sharpe and Profit Factor. I would like to know how others weigh their results.

[John May]

Blaiserboy:

There are seven sorts possible ie max Recovery Factor, max Profit Factor.

Has someone done any research as to the 'best' sort to use or any sort of comparison.

Myself, I weigh Recovery Factor and Sharpe and Profit Factor. I would like to know how others weigh their results.

One of the best articles on customizing optimizations is here. It is very insightful and pretty easy to use.

[david mackay]

I have been reading that article and attempting to implement the ideas. I quite agree, the author has laid it out in a style that is quite useful.

Thanks for your reply.

[Dua Yong Rew]

https://www.mql5.com/en/forum/11487

I wonder if this is useful? A discussion about custom max 

[victor8290]

max Recovery Factor

[Dua Yong Rew]

current using Profit Factor + Recovery Factor + DrawDown