Could you please add the standard deviation calculation to your list of available variables to filter on? as those are the most important calculations for these methods as they are described by their inventors.
for example:
when SPP or WFM calculations are done, I would like to filter on the following:
Net Profit < (Avg Net Profit + 2 StDev) of all runs
Number of Trades > (Avg Trades - 2 StDev) of all runs
CAGR < (CAGR + 2 StDev) of all runs