What's the default Optimization Fitness Formula?

Created at 23 Mar 2023, 05:13
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Waxy's avatar

Waxy

Joined 12.05.2015

What's the default Optimization Fitness Formula?
23 Mar 2023, 05:13



I'd like to replicate the same fitness values as when using the standard and default optimization criteria, but withing my custom option.
I'd like to know how this formula was calculated by Spotware under the hood, as I haven't been able to replicate it.

These are different metrics, one is $, other is DD % and the other is number of winning trades, so not sure how these are merged together.

Thanks in advance


@Waxy