SQX 112 - Retester Monte Carlo results, Ret/DD ratio shows zero for higher confidence levels

DD is zero for most of the simulations because there is no loss trade.

Ret/DD is calculated as NetProfit/DD, due this Ret/DD is 0.

Other problem is that you set Number of simulations to 10. Increase it to at least 100.

Vyhýbáte řešení situace, kde při dělení 0 není výsledek 0 !

Pokud používán automatický filtr  na profitfactor < 1.0 , tak v současné době přijdu o strategie, které jsou v daném typu testu jen ziskové. Což je ale úplně špatně.

Mám podobný problém,  reportovaný viz https://roadmap.strategyquant.com/tasks/sq4_3864

You are trying to avoid to solve the situation when divide by 0 is not a result 0!
If the automatic filter for profitfactor< 1.0 is used, I will also eliminate strategies that are only profitable in the given test type. Which is totally wrong.

I have a similar problem reported on https://roadmap.strategyquant.com/tasks/sq4_3864

10 is half of the average maximum Ret/DD value, we return this so that it doesn't distort the fitness if t is computed from Ret/DD..