- diffrent factors for portfolio ranking in genetic optimization like stability.
- retdd for each year
numer of certain stagnation periods - how many stagnation periods of
certain range (for example up to 100 days) were in whole backtest period
- for example strategy makes new high on equity, then goes back into
stagnation, again makes new high and again goes back into stagnation - You can't
see that in stats - You can only judge it be equity curve which is very