The attached strategy uses EU H1 tick data from 2003.6.4 to 2015.13.31, UTC+2, USA DST rules.
A custom filter was created comparing Average Yearly Profit from the Full sample, Direction: Both, Results: Money versus the Monte Carlo 95% percentile Drawdown.
The filter should fail if the Avegerage Yearly Profit ($671.15) is NOT >= the M.C. 95% Drawdown ($761.11). This should be a FAIL.
It is reported in the results as PASSED.
Is the Drawdown value a -761.11? Is there another way to do this?
A feature request would be to allow the user to use basic math (+ - * /) and create slightly more elaborate filter conditions.
Thank you,
Dave