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Open Feature request MC-491

CPC Index in Performance Reports

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Description

Please add the CPC Indicator.
TO calculate it as follows:
CPC Index = PF * R * %P,
where
PF = Profit Factor
R = Ratio Avg. Win to Avg. Loss
%P = Percentage Profitable

These numbers are all available in MultiCharts Performance Reports.
A good system to be traded real should be CPC>1.3

My best

Steps to reproduce this issue

Please add the CPC Indicator.
TO calculate it as follows:
CPC Index = PF * R * %P,
where
PF = Profit Factor
R = Ratio Avg. Win to Avg. Loss
%P = Percentage Profitable

These numbers are all available in MultiCharts Performance Reports.
A good system to be traded real should be CPC>1.3

My best

Comments (1)
#1
user-offline.png  Ettienne (et1hugo)
Mar 08, 2018 - 23:11

Hi guys

The CPC Index is derived from other values already exposed under the "Custom Criteria" option of the "Optimization Criteria" tab. The following script code would compute the CPC Index for you:

/*********************************************************************************************/
//CPC Index
// MultiCharts Custom Criteria: Sunny Harris' CPC Index
if (StrategyPerformance.AvgWinningTrade == 0 || StrategyPerformance.AvgLosingTrade == 0) {
return 0; // Prevents division by zero
}

var percentProfitable = StrategyPerformance.PercentProfitable / 100;

return (percentProfitable * (StrategyPerformance.AvgWinningTrade / -StrategyPerformance.AvgLosingTrade) * StrategyPerformance.ProfitFactor );

/*********************************************************************************************/

It would be superfluous to add it as an actual performance value.

Best regards

History
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    Feature request
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