Optimizing Strategy

[sambathraj]

In order to properly optimize the strategy what are common numbers to look for? (Like Sortino ratio, Percent profitable etc.). Asking this question here to understand if anyone had better results by looking to improve these numbers in back testing and were successful in Realtime trading. If you could provide some minimum numbers (e.g., minimum percent profitable) it would be great.

[NinjaTrader_BrandonH]

Hello sambathraj,

Thanks for your post.

It is important to first understand the purpose of optimizations before optimizing a strategy. You can fine-tune the input parameters of a strategy through optimization. Optimization is the process of testing a range of values through iterative backtests to determine the optimal input values over the historical test period based on your optimization fitness.

For information about understanding optimization results, see the 'Understanding optimization results' section of this help guide documentation: https://ninjatrader.com/support/help...a_strategy.htm

For information about Trade Performance Statistics definitions, see this help guide page: https://ninjatrader.com/support/help...efinitions.htm

This thread will be open for other community members to share their insights on what they find is the best 'minimum numbers' they look for when optimizing a strategy.