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What is "Performance" in the optimization graph?

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    What is "Performance" in the optimization graph?

    Hi,
    in strategy analyzer I am working with the optimization graph. There are some KPIs, which can be selected to be graphed on the first axis. What is the KPI "Perfomance" showing? I would would be great, if I could select the optimization fitness measure here, such as "Strength" or "Sortino Ratio" etc.

    Thanks for a quick clarification...
    Best regards
    Phil

    #2
    Hello Phil,

    Thank you for your post.

    "Performance" graphs the value of whichever item is selected in the "Optimize on" dropdown menu in the optimization settings prior to running the test. You could, for example, optimize on Strength or on Sortino Ratio and the "Performance" value will reflect that metric to plot on the graph. It is the same value as the "Performance" column in the optimization results at the top of the window after running an optimization.

    Please let us know if we may be of further assistance.

    Emily C.NinjaTrader Customer Service

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