Topic: Generating for not just Profit but Consistency
First, a big Thank You for this exciting tool.
As I see now the only goal of the FSB Generator is to make bigger profit with realized positions.
It does not take care of the positive or negative equity changes between openings and closings and even the last opening on the experimented data period.
In my opinion this can lead to casual entries/exits just to satisfy the curve, without reconsidering as the profit is already high.
Also I think consistency is as or more important as or than the profit for a trader.
My question is:
Is there any way to take into consideration not just the profit but the
- Maximum/Average/Overall drawdown
- Maximum/Average/Overall equity drawdown
Ie to take care how straight is the balance/equity going to the right direction?
Maybe combining with a user-weighting possibility between profit and consistency?
If the answer is no, can I kindly ask it as a feature-request?
Many Thanks and Greetings.