Using Optimization Report

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After an optimization process is complete then a detailed Strategy Optimization Report is available for reviewing.

The Strategy Optimization Report allows to review the results of all the test combinations tested (in tabular view).

Columns represent 18 strategy performance fields as well as all the inputs which were optimized during the current run for each inputs combination tested.

Each row represents a set of test results for a given inputs combination.

Tip: The data in any column can be selected as the optimization criteria.

Note: The Strategy Optimization Report contains the results of the last optimization run only.

Note: Only one optimization report can be opened at a time.


Accessing Optimization Report

To access a Strategy Optimization Report:

  1. Apply a strategy to a chart.
  2. Run an optimization.
  3. In the menu select View then click Strategy Optimization Report.


Strategy Optimization Report Fields

The list of performance indices available is as following:

Net Profit
Gross Profit
Gross Loss
Total Trades
% Profitable
Winning Trades
Losing Trades
Avg Trade
Avg Winning Trade
Avg Losing Trade
Win/Loss ratio
Max Consecutive Wins
Max Consecutive Losses
Avg # of Bars in Winners
Avg # of Bars in Losers
Maximum Intraday Drawdown
Profit Factor
Return on Account
Input Values

Note: The performance indices are identical to those in the Performance Report.


Sorting the Strategy Optimization Report

It is possible to sort out the Optimization Report by any combination of 3 main criteria in either Descending or Ascending order.

To modify the sorting order:

  1. In the Optimization Report set the criterion and sorting order from the Sort by drop-down list.
  2. Repeat for the second drop-down list.
  3. Repeat for the third drop-down list.


Applying an Inputs Combination to a Chart

It is possible to apply the inputs combination that produced the best results during the current optimization run to the strategy.

To apply the best inputs combination:

  1. Double-click required row in the report.
  2. Click Yes in the confirmation window appeared.


Saving the Strategy Optimization Report

To store optimization report data for every chart through any chart copy or workspace save operations after being generated, click Preferences, select the Workspaces tab and check the Store Optimization Report check box.

Note: Store Optimization Report option may consume considerable amount of resources and is disabled by default.

Exporting the Strategy Optimization Report

It is possible to export the Optimization Report to a comma-separated file, which is preferred for importing into a spreadsheet application for further analysis.

To export the Optimization Report:

  1. In the Optimization Report click Export… button.
  2. In the Save As dialog window appeared navigate to the required file location.
  3. In the File Name field type in the file name.
    Note: By default the file name includes date and time information.
  4. Click Save.
    Note: The entire report information will be saved to the file.