Profitable EAs developer/testers, what optimal threshold values do you believe an EA should have for different metrics in strategy tester optimizer result ?

[Varun Maithani]

Hi all

This may be more experience based opinion question but knowledge expert's opinion welcome too. Based on your experience(and knowledge), if you have created or backtested a profitable EA (an EA that you have noticed actually was profitable in live market, not just backtest), what values for following metrics did you consider to be enough (threshold value) for you to consider it as a potential EA configuration to test out in live market?
Or in hindsight after noticing that the EA is profitable on actual market, what backtesting metrics did you notice for below mentioned metrics and therefore expect a future EA to have atleast?

I understand your/developer's objective for EA may be different eg some EA's object may meant be to  be a swing trader, some intraday trader, some scalper. Some EA may have expectation to just be profitable in  a large period but large drawdown in other period may be acceptable for that EA. So maybe you can also mention your /developers objective / criterea for EA when giving your opinionated threshold values for below metrics.

These are the regular metrics shown in strategy backtester optimizer result page:

Profit factor 

Expected Payoff

Sharpe ratio

Recovery factor

Drawdown %

If there are other custom criterion that you used to judge an EA's performance for your expected objective , if you can share that along with the objective/criterea, it is much appreciated. 

Thanks.

[Oleksandr Medviediev]

SQN

[Sergey Golubev]

The articles (about backtesting and criteria/ metrics):

• How to Test a Trading Robot Before Buying 
• The correct way to choose an Expert Advisor from the Market