1 Topic by quantbot (edited by quantbot 2025-09-21 12:12:25)

  • Registered: 2023-05-05
  • Posts: 23

Topic: Statistics for dropping strategies

How can I see how many strategies were dropped when backtested in a workflow for not meeting specific criteria, for example, a profit factor greater than 1.1?

I have a workflow of 6 stages, stage 1 is generating, stage 2 is testing out-of-sample, stage 3 is testing on another market, etc.

I need to see how many strategies were dropped after each stage and the criteria they were dropped on, for example, less than 100 trades, or PF is less than 1, etc.

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,257

Re: Statistics for dropping strategies

Express Generator has limited reporting capabilities.

I developed a simple script for myself, which runs every day and compares the collections.
It shows three numbers in columns for each day. The left-most column is today, and the rest are the previous days.
Each column shows three numbers: count of strategies, count added, and count removed:

https://image-holder.forexsb.com/store/exgewn-history-report-daily-columns-thumb.png

It helps me to see the general effect of the Acceptance Criteria.

Popov's Website