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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. | |||
<div style="background-color: #E5F6FF;">Tip: | |||
The data in any column can be selected as the optimization criteria. | |||
</div> | |||
<div style="background-color: #E3FBE5;">Note: | |||
The Strategy Optimization Report contains the results of the last optimization run only. | |||
</div> | |||
<div style="background-color: #E3FBE5;">Note: | |||
Only one optimization report can be opened at a time. | |||
</div> | |||
<br> | |||
== Accessing Optimization Report == | |||
To access a Strategy Optimization Report: | |||
# Apply a [[<span style="color: red;">'''LINK'''</span>0280_Backtesting/22-8002_Signals.html name="1"; |strategy]] to a chart. | |||
# Run an [[<span style="color: red;">'''LINK'''</span>0290_Optimization/22-9002_RunningOpt.html name=""; |optimization]]. | |||
# In the menu select '''View''' then click '''Strategy Optimization Report'''. | |||
<br> | |||
== Strategy Optimization Report Fields == | |||
<br>The list of performance indices available is as following: | |||
<br>Net Profit | |||
<br>Gross Profit | |||
<br>Gross Loss | |||
<br>Total Trades | |||
<br>% Profitable | |||
<br>Winning Trades | |||
<br>Losing Trades | |||
<br>Avg Trade | |||
<br>Avg Winning Trade | |||
<br>Avg Losing Trade | |||
<br>Win/Loss ratio | |||
<br>Max Consecutive Wins | |||
<br>Max Consecutive Losses | |||
<br>Avg # of Bars in Winners | |||
<br>Avg # of Bars in Losers | |||
<br>Maximum Intraday Drawdown | |||
<br>Profit Factor | |||
<br>Return on Account | |||
<br>Input Values | |||
<div style="background-color: #E3FBE5;">Note: The performance indices are identical to those in the Performance Report.</div> | |||
<br> | |||
== 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: | |||
# In the Optimization Report set the criterion and sorting order from the '''Sort by''' drop-down list. | |||
# Repeat for the second drop-down list. | |||
# Repeat for the third drop-down list. | |||
<br> | |||
== 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: | |||
# Double-click required row in the report. | |||
# Click '''Yes''' in the confirmation window appeared. | |||
<br> | |||
== Saving 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: | |||
# In the Optimization Report click '''Export…''' button. | |||
# In the '''Save As''' dialog window appeared navigate to the required file location. | |||
# In the '''File Name''' field type in the file name.<br><div style="background-color: #E3FBE5;">Note: By default the file name includes date and time information.</div> | |||
# Click '''Save'''.<br><div style="background-color: #E3FBE5;">Note: The entire report information will be saved to the file.</div> | |||
<br> | |||
[[Category:Optimization]] | [[Category:Optimization]] |