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

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.