Is there an optimization result extension that includes the "median" trade profit(loss)?
My goal is to avoid those super sized annual percent return optimization values
because of a few triple-super sized trades that some might say only resulted in finding values that "fit the curve" and do poorly at predicting future performance. While it is true that I can run a set of optimization
values and THEN look at how the trades distribute profit and loss, I would rather begin
my being able to rank order opt. values where the "average trade profit(loss)" is not
distorted by those few high profits. The ability to see sharpe ratio's within the performance
results may help to accomplish the same purpose. Are there extensions that I am not
aware of that would offer me additional metrics to rank ordering the opt. values that
might help to avoid "curve fitting?" (sorry for mistakenly posting to someone's thread)

Average % is included on Extended Scorecard as well as in Community Scorecard.

To select a ScoreCard in the Optimizer tool, open the Results tab and select it from the dropdown list, then start optimization.

Another related performance metric in Community Scorecard that you may find helpful is Select Net Profit (i.e. net profit minus profit from supersized outlier trades). If WLP has MS123 Visualizers installed, Community Scorecard is already available for you.

Wow..I see more bells and whistles. I chose the Extended Scorecard prior to running the Optimization.
I assume that this sequence is critical/? For the Community Scorecard which is offered in the pull down, I assume then that the same sequence is required; i do wish to explore the Select Net Profit.

For Ulcer and Luck indices et al, where do I find definitions?

QUOTE:
I assume that this sequence is critical/?

Yes, selecting a Scorecard is prerequisite for getting the optimization results processed by this Scorecard while optimizing. It's not possible to select some scorecard on the fly and see numbers change.

QUOTE:
For Ulcer and Luck indices et al, where do I find definitions?

As always, in the User Guide. For performance metrics from the Community scorecard, using the link above.

The User Guide was my first attempt. I did a search for Ulcer or Luck ..and there was nothing.

QUOTE:
For performance metrics from the Community scorecard, using the link above.

Which "link"? Is there a search function?

Re: Ulcer/Luck - you're right, their descriptions are missing from the User Guide (had always been present in WL4 UG).

Robert, could you take a look please?

Re: "link" - in my reply above - can you see it?

eugene,

no issue in waiting...just posting again to say that it would be helpful to have definitions in the user guide, or elsewhere, that relate to ranking metrics available on the Community ScoreCard

Ranking metrics are partially documented in the Wiki: Community Scorecard, Performance+. Other metrics are either could be found by using Google/Bing or are self-descriptive.

# APD Ratio
# APAD Ratio

Annual Percentage Dividend?
Average percentage ...?

Glad to google for others but did not see these in a search.

Highlight any such metric on a Performance+ tab and you'll see its description.

The point here is that the Performance+ tab and the Community Scorecard share performance metrics.