What fitness metric to optimize for prop firm challenges?

[philmg]

Hi,
I am wondering what fitness metric or maybe a combination of multiple metrics would be ideal to handle trailing drawdowns of prop firm challenges. In most cases optimizing for net profit is not advisable due to drawdowns. I have mostly used multi-objective optimization looking at Net Profit, Profit Factor, Strength, R2, Sortino Ratio and Min Draw Down. In most cases I resort to using Strength and R2 with the parameters which show a curve that is as linear as possible.

What would you recommend to escape the trailing drawdowns with as high a probability as possible?

[NinjaTrader_Jesse]

Hello philmg,

While our support cannot provide specific trading advice like this the post will remain open for any users who may have specific recommendations from their experience.

[Conceptzx]

I have a few that might be useful available in my discord (they are free)

https://discord.com/invite/mXFJqPDwxx

If I cannot provide a link here, please let me know and I'll delete my post.

[philmg]

I have a few that might be useful available in my discord (they are free)

https://discord.com/invite/mXFJqPDwxx

If I cannot provide a link here, please let me know and I'll delete my post.

Thanks, where in the discord specifically? What should I search for?

[Conceptzx]

#free-products