1. Several performance metrics from User Guide Sect 13.4.1 (Performance Metrics) do not appear in my Portfolio Sim Mode optimization results: Wealth-Lab Score, Exposure, Return on Cash. Perhaps others too; have not looked for all of them. I have am using the Extended Scorecard. Tried basic scorecard too. How do I get these metrics to appear?

2. Luck Coefficient is in the Extended Scorecard results but I cannot find a definition of it in the User Guide or forum. What is it; where is it documented?

I am using Extended Performance Visualizers 2012.3, Wealth-Lab Pro 6.5.19.0, 64-bit.

Thanks,
Ron

1. That's normal. They are not present in neither Basic nor Extended scorecards.

There are no plans to add "Return on Cash" to any scorecard but Wealth-Lab Score and Exposure can be optimized through the MS123 Scorecard - part of MS123 Performance Visualizers library 2013.07. "Extra Performance Visualizers" (that you called "Extended Performance Visualizers") has nothing to do with it as it doesn't contain scorecards. After installing (or updating) and restarting WLP, don't forget to choose "MS123 Scorecard" before starting an optimization.

2. The Luck Coefficient shows how the largest trade compares to the average trade and is calculated by dividing the percentage profit of the largest winning trade by the average percentage profit of all winning trades. The larger the LC value, the greater portion of the system results are attributed to the largest winning trade, or, luck.

You might want to update to WLP 6.5.20: combination strategies are defunct in build 19.

Thanks Eugene.

If I enable all of the Performance Visualizers (File > Preferences > Performance Visualizers) will that an incur a significant performance penalty in my optimization runs, or is the impact only when viewing the data after an optimization run?

Ron

No impact at all. Performance visualizers can only impact strategy backtesting, but they won't affect the speed of an optimization.