🎯Strategy Backtest Tab

This tab hosts settings for fine-tuning and running optimizations

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.

Accessing Strategy Optimization Parameters

• Navigate to the Strategy Backtest tab.

• Click the triangle icon next to Strategy Optimization Parameters to expand or collapse the menu.

Open the Strrategy Optimization Parameters Menu

The menu consists of the following settings:

Optimization Settings

Min/Max Toggle

A clickable label that switches between Min or Max. This determines whether The Optimiser will minimize or maximize the selected performance metric.

Performance Metric (Dropdown Menu)

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.

View a complete list of all available performance metrics and what they mean here.

Search Method

Choose one of four ways to explore parameter values

• Random

  Picks random values for all parameters in each iteration.

  • ✅ Quick broad scanning.

  • ❌ May miss good combinations without enough iterations.

• All Random

  Similar to Random, but continuously tests across the full parameter range.

  • ✅ Covers more ground but

  • ❌ Can be more resource-intensive.

• Annealing

  Starts with wide exploration, then narrows down as better results are found.

  • ✅ Helps avoid getting stuck in local optima.

  • ❌ Can be resource-intensive

• Sequential

  Tests one parameter at a time based on the best results so far.

  • ✅ More methodical

  • ❌ Slower with more parameters.

Try different search methods to get a feel for which might be best for your strategy.

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Applying Filters

Add a Filter

Filters help narrow down optimization results. To add a filter:

1. Click Add Filter to create a new filter row.

2. Configure the filter:

   • Filter Type:

     • Off – Disabled.

     • More – Keep results above a value.

     • Less – Keep results below a value.

   • Value: Enter a numerical threshold.

   • Parameter: Choose a performance metric (e.g., Net Profit, Max Drawdown %).

3. (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

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Running Your Test

To run a test:

1. Set Optimization Preferences

   • Choose a Performance Metric, Search Method, and (optional) Filters via the menus described above.

2. Start the Optimization

   • Click Test Strategy.

   • Enter the number of test cycles (more cycles = better results but longer runtime).

3. 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.