I have done the following tests.
0) Switch Fitness to Nettoprofit
1) Generate 100 Strategies with the attached workflow
2) Retest Strategies
3) Click on Row for NettoProfit in the Table
4) Check Fitnessfunction
5) Fitness is sorted in ascending order
=> all ok
I have done this for RetDD, but fitness is not sorted in ascending order, see screenshot
I have tested Multiple Goals. The same bad behavior.
Fitness is only correct calculated for Netto Profit.
RetDD is not correct calculated. Possible other values to.
I attached screeenhoot and workflow for EURUSD_M1
thomas