Acceptance criteria

Acceptance Criteria filters strategies during generation and validation. Set a criterion to 0 to ignore it (except min_profit, which is always evaluated).

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;; Acceptance criteria      ;;
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; Set 0 to ignore a criterion (except for min_profit)
max_average_pos_length = 0
max_consecutive_losses = 0
max_drawdown_percent   = 0
max_equity_drawdown    = 0
max_stagnation_days    = 0
max_stagnation_percent = 0
min_average_pos_length = 0
min_count_of_trades    = 100
min_profit             = 0
min_profit_factor      = 0
min_profit_per_day     = 0
min_r_squared          = 0
min_return_to_drawdown = 0
min_win_loss_ratio     = 0

These criteria can enforce minimum performance over additional rolling windows:

• xx_m1_yy - the last one month
• xx_m3_yy - the last three months
• xx_y1_yy - the last year

min_m1_profit          = 0
min_m1_profit_factor   = 0
min_m1_count_of_trades = 0
 
min_m3_profit          = 0
min_m3_profit_factor   = 0
min_m3_count_of_trades = 0
 
min_y1_profit          = 0
min_y1_profit_factor   = 0
min_y1_count_of_trades = 0

• Use min_count_of_trades to avoid overfitting on very small trade samples.
• max_* criteria limit risk and stagnation.
• min_* criteria enforce profitability and stability.