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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'''.
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== 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.
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== 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>
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[[Category:Optimization]]
