Is 100 the highest possible score for Complex Criterion Max?

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Hi! Please see subject.

I occasionally see scores in the 90s, and curious to know if 100 is the max, or it it's possible to break beyond 100.

Thanks. 😊

 

The documentation does not specify its maximum value. Here is what is known ...

Complex Criterion max is a complex parameter of trading robot inputs. When optimizing EAs, the maximum value of a single parameter (for example, profit) is not always the best option. The new option allows selection of the best passes with the best combination of parameters. For example, instead of the most profitable Expert Advisor, you can get an EA with moderate profit, reasonable drawdown and decent expectation. Thus, developers now have a built-in tool for creating balanced and stable robots.

The following parameters are available for complex optimization:

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

After optimization, users receive the list of the best passes for all these parameters at once. The Result column shows an integral parameter, which makes it easier to find the best option. For ease of use, the values have different colors: weak combinations with values below 20 are highlighted in red, while strong ones (above 80) are shown in dark green.


 
Fernando Carreiro #:

The documentation does not specify its maximum value. Here is what is known ...

Complex Criterion max is a complex parameter of trading robot inputs. When optimizing EAs, the maximum value of a single parameter (for example, profit) is not always the best option. The new option allows selection of the best passes with the best combination of parameters. For example, instead of the most profitable Expert Advisor, you can get an EA with moderate profit, reasonable drawdown and decent expectation. Thus, developers now have a built-in tool for creating balanced and stable robots.

The following parameters are available for complex optimization:

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

After optimization, users receive the list of the best passes for all these parameters at once. The Result column shows an integral parameter, which makes it easier to find the best option. For ease of use, the values have different colors: weak combinations with values below 20 are highlighted in red, while strong ones (above 80) are shown in dark green.


Thanks as always Fernando. So we don't know if it's an index out of 100... Kind of funny there is no one to ask about this (support)! Alas, Metatrader's business model puts us in a strange situation as traders; the brokers are their customers, not us!

 
ddchbm #: Thanks as always Fernando. So we don't know if it's an index out of 100... Kind of funny there is no one to ask about this (support)! Alas, Metatrader's business model puts us in a strange situation as traders; the brokers are their customers, not us!

Yes, unfortunately there is never a clear "official" answer to things, and answers are mostly provided based on the experience by other users.

 
at least we can assume as long as no one has come up with a value higher than 100, it's the max possible value for this criterion. cuz there's been thousands of tests done with this Optimization Result algorithm. Nay?
 
Code2219 or 2319 #:
at least we can assume as long as no one has come up with a value higher than 100, it's the max possible value for this criterion. cuz there's been thousands of tests done with this Optimization Result algorithm. Nay?




I've reached 99.71 so far, testing my own ea on xauusd , Apr 1 - Apr 15, on 1 min, every tick, lets see how far this goes

 
mhshakouri #:




I've reached 99.71 so far, testing my own ea on xauusd , Apr 1 - Apr 15, on 1 min, every tick, lets see how far this goes

99.77
hit 8.90% drawdown
 
mhshakouri #:
99.77
hit 8.90% drawdown

99.93 so far, 5.84% drawdown,


https://imgur.com/a/IeLF9dL

Creating my first MT5 EA with MQL5
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