• Registered: 2022-01-03
  • Posts: 16

Topic: which is best parameter value?

Profit Factor, Return/Max Drawdown, Sharpe Ratio, Expected Payoff..... which is best?

  • Popov
  • Popov
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  • From: Bulgaria
  • Registered: 2006-11-30
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Re: which is best parameter value?

Generally, the higher these parameters are, the better.
However, beware of curve-fitting.

So, in another way, the higher, the better in a forward test on unknown data.

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