Complex Criterion Formula

[nukepanda]

Hello everyone,

Where can I find the formula of the mt5 strategy tester's complex criterion? Is it even available or is it a proprietary formula?

[Carl Schreiber]

If you read this:

https://www.mql5.com/en/forum/350881  or

https://www.metatrader5.com/en/news/2160 (pretty much the same I guess)

it says - this is the way I unerstand it - that this options itself seems to calculate a result of a complex formula of:

• Number of trades
• Drawdown
• Recovery factor
• Expected payoff
• Sharpe ratio

But try it yourself..