Sample PerformanceMetric SampleCumProfit

[TAJTrades]

The PerformanceMetric SampleCumProfit shows up in the Backtest Optimization Summary but not in the Results Columns. I clicked on Properties but did not see an option to include it as a column.

Can it be included?

I also noticed that there is not an OptimizationFitnesses sample to go along with the Performance Metric. Am I missing something? Or is that a hint that I cannot optimize on the SampleCumProfit performance metric or any other Custom Performance Metric.?


I have seen a lot of questions about creating a "Net Profit / Max Drawdown" Metric (which is a good one to have) and then optimize on that but have not seen any final solutions or work arounds.

Before I jump down the rabbit hole I want to know if it is even possible to create a custom performance metric and then to be able optimize on it.


Currently I am printing each iteration to the output window and then doing the copy and paste into a spreadsheet to get the best RoMaD (financial geek speak for 'Return over Maximum Drawdown'). This is very much a PITA (pain in the A$$) way of doing it.

[NinjaTrader_ChelseaB]

Hello TAJTrades,

The PerformanceMetric SampleCumProfit shows up in the Backtest Optimization Summary but not in the Results Columns. I clicked on Properties but did not see an option to include it as a column.
Can it be included?

Unfortunately, custom metrics show as a row in the Summary page only, and cannot be added as a column.

https://ninjatrader.com/support/helpGuides/nt8/performance_metrics.htm

I want to know if it is even possible to create a custom performance metric and then to be able optimize on it.

Yes, this is possible. Below is a link to an example of this.

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1036516-additional-statistical-fields-in-analyzer-output#post1036892