geektrader
28.01.2019 11:59
Description changed:
As you can see in the attached screenshots, the Fitness (Main Data) and Fitness (Portfolio) is always the same, which cannot be the case given the vastly different equity curves between Main Data and Portfolio. This happens in Builder and Retester if using a custom fitness function (and my custom formula uses net profit, ret / dd, stability, etc., so this cannot be the same) and possibly also happens for the other Fitness calculations on other data (like Fitness on Monte Carlo, etc. - but haven´t tested that yet). In the first screenshot, SQX already shows the equity curve of the whole portfolio, so I would except "Fitness (Portfolio)" to be able to show the fitness value of that curve too, otherwise you should just remove that option, no?