Colours Use in Strategy Tester

[Basim Al Rosan]

I have searched endlessly and check many sources but this seems to be never explained.

Question 1:

Anyone understand what determines the colours on the chart dotplot of results from strategy tester optimisation? (see photo)

so far from what I can tell (note: starting balance is 50K in example and optimised for max balance)

• Red is clearly results that are negative profit ones
• Light green are positive profit results
• Dark green are more positive in terms of profit than light green
• Orange: no clue what it means

my issue with Orange results is that they seem to actually perform better on all metrics than the dark green, but being colour orange normally to me should signify something is off?

Question 2:

The table of results seems to be also tagged in certain colour scheme on the result column, which dont match to the dots colour (See example)

again I dont understand why some results are red and orange sometimes in this table despite being positive and having similar metrcis to other results. in example the red result is actually better than the orange ones.

I am more than happy to write up a summary on this to help others if we find an answer. thanks for any help!

[Anthony De Barros]

It depends on the "Max Complex Criterion". It is a mark which is allotted according to the other criteria, and from certain marks it changes color.

Scored from 0 to 100.

In the Result column it will be the result according to your desired optimization, if you put "Complex Criterion max" you will have the notes in the Result column. These scores are automatically calculated even if you don't ask for it.

Another option is to use "Max Complex Criterion". It is an integral and complex measure of the quality of passing a test. It measures several parameters:

Number of transactions

Sampling

Recovery factor

Expected gain

Sharpe report

Using this criterion, you can see that the highest value of a parameter (eg profit) is not always the best option in terms of complex analysis. The complex criterion progressively selects the best passes: first, by the number of transactions, then by the expected gain, the recovery factor, etc. The new option allows you to receive the best optimization passes based on all parameters. Moreover, you can select the optimal pass according to the desired parameter, such as the highest profit.

Source : https://www.metatrader5.com/en/terminal/help/algotrading/optimization_types

[Basim Al Rosan]

ah that makes sense now, so it always gives the colour coding based on the Complex critieria optmisation despite choosing a different criteria. Thanks a lot for clarifying!