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philmg
Member
- Sep 2021
- 71
#1
What fitness metric to optimize for prop firm challenges?
Hi,
I am wondering what fitness metric or maybe a combination of multiple metrics would be ideal to handle trailing drawdowns of prop firm challenges. In most cases optimizing for net profit is not advisable due to drawdowns. I have mostly used multi-objective optimization looking at Net Profit, Profit Factor, Strength, R2, Sortino Ratio and Min Draw Down. In most cases I resort to using Strength and R2 with the parameters which show a curve that is as linear as possible.What would you recommend to escape the trailing drawdowns with as high a probability as possible?
Tags:None
NinjaTrader_Jesse
NinjaTrader Customer Service
- Mar 2014
- 13952
#2
Hello philmg,
While our support cannot provide specific trading advice like this the post will remain open for any users who may have specific recommendations from their experience.
JesseNinjaTrader Customer Service
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