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Open Feature request MC-2175

Need to add the option of more output fields from Portfolio Trader opimizations

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Description

The optimization output fields are very limited in Portfolio Trader.

Can this be bulked up please?

I'm aware that it will slow down PT optimizations, therefore can the user define the outputs from a dropdown menu in PT settings perhaps? Maybe have a "restore default" when the user wants to default back to MC's speed optimized minima.

E.g. Return on account, average trade, profit factor. All as per MC should be available.

Currently I mostly get by by adding these fields in excel, but it's a pain.

Critically, if I want to run 3D visualisations of a) Return on account, b) profit factor in PT from the same optimization dataset it is currently impossible. Instead I have to perform 2 optimizations with 2 different custom criteria: firstly: return on account. Second: Profit factor.

Running 2 optimizations is definitely slower, I'm sure, than simply calculating profit factor on the fly, in situ from the single optimization. At least let the user define this.

Thanks,

Will

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