Strategy Backtest Tab
This tab hosts settings for fine-tuning and running optimizations
Last updated
This tab hosts settings for fine-tuning and running optimizations
Last updated
This tab allows you to control how The Optimiser searches for the best parameter settings.
You can select a performance metric to optimize, choose a search method, and apply filters to refine results.
Navigate to the Strategy Backtest tab.
Click the triangle icon next to Strategy Optimization Parameters to expand or collapse the menu.
The menu consists of the following settings:
A clickable label that switches between Min or Max. This determines whether The Optimiser will minimize or maximize the selected performance metric.
Choose a performance metric to optimize. Available options include Net Profit, Max Drawdown %, Buy & Hold Return, Percent Profitable, and many more.
The Optimiser will focus on this metric when searching for the best settings.
Choose one of four ways to explore parameter values
Random
Picks random values for all parameters in each iteration.
β Quick broad scanning.
β May miss good combinations without enough iterations.
All Random
Similar to Random, but continuously tests across the full parameter range.
β Covers more ground but
β Can be more resource-intensive.
Annealing
Starts with wide exploration, then narrows down as better results are found.
β Helps avoid getting stuck in local optima.
β Can be resource-intensive
Sequential
Tests one parameter at a time based on the best results so far.
β More methodical
β Slower with more parameters.
Filters help narrow down optimization results. To add a filter:
Click Add Filter to create a new filter row.
Configure the filter:
Filter Type:
Off β Disabled.
More β Keep results above a value.
Less β Keep results below a value.
Value: Enter a numerical threshold.
Parameter: Choose a performance metric (e.g., Net Profit, Max Drawdown %).
(Optional) Add multiple filters. Click X to remove a filter.
Example: To show only tests where over 50% of trades are profitable:
Set Filter to More
Set Value to 50
Select Parameter = Percent Profitable: All
To run a test:
Set Optimization Preferences
Choose a Performance Metric, Search Method, and (optional) Filters via the menus described above.
Start the Optimization
Click Test Strategy.
Enter the number of test cycles (more cycles = better results but longer runtime).
Download & Review Results
Click Download Results to export a CSV of each test run.
Click 3D Charts to visualize backtesting results on a 3D chart.
View a complete list of all available performance metrics and what they mean .