is Fitness in cTrader Optimization working correctly?

Created at 02 Oct 2023, 07:06
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algorithmic.trading.eu_gmail.com's avatar

algorithmic.trading.eu_gmail.com

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Joined 06.12.2020

is Fitness in cTrader Optimization working correctly?
02 Oct 2023, 07:06

Dear cTrader,

Is the Fitness function in cTrader Optimization working correctly? 

It appears that it is prioritizing the Passes that caused the trading account to break on the first position in Fitness. 

Passes that successfully completed without issues are not displayed within the top 20 Fitness passes, making it difficult to assess the Equity Curve.


(Is this issue related to the starting capital balance? Does this problem occur when the starting capital is lower than 1000 EUR/USD/GBP, etc.?)

 

Video:

https://www.youtube.com/watch?v=VTyqpYQqPQ4&ab_channel=PROTraderEurope

 

@algorithmic.trading.eu_gmail.com
Replies

PanagiotisChar
03 Oct 2023, 11:04

Hi there,

You can find an explanation of the fitness formulas below

https://help.ctrader.com/ctrader-automate/backtesting-and-optimizing-cbots/#multi-criteria-calculations

If you don't like them you can always write your own

@PanagiotisChar
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