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How to optimization towards highest regression (?)

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tobiaslindell75
9
tobiaslindell75 2016.11.30 19:46 

Hi

 Have search a lot, but unable to find any answer..

 I want to make an optimization towards highest (and I hope I use the correct terminology) regression. That is, the most “strait” Balance / Equity curve. To not trade at all would of course give highest value :D.. Any suggestion?

Best Regards / Tobias
Alain Verleyen
Moderator
31086
Alain Verleyen 2016.11.30 19:52  

Maximal drawdown or percent ?

  • Maximal Drawdown — the lowest value of the maximal drawdown;
  • Drawdown Percent —  the lowest value of the relative drawdown (in percentage terms);
tobiaslindell75
9
tobiaslindell75 2016.12.01 13:40  
Alain Verleyen:

Maximal drawdown or percent ?

Well, percent is one way to see it, but not what I am looking for.

 

Lets say that I have a system, with one parameter;

Where value 1 gives one huge profit the last day => Total profit 10%

And value 2 gives alot of small profits = > Total profit 10%

 

I want a method to in the optimization report find a way to see that value 2 gives better consistancy, that is, the most linear balance / profit curve.

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