This response was generated using cTrader CodePilot.
- Is MaxEquityDrawdown and MaxBalanceDrawdown in monetary terms?
Yes, in the cTrader backtesting context, both MaxEquityDrawdown and MaxBalanceDrawdown in the BacktestResult or OptimizationResult object (e.g., args.MaxEquityDrawdown) are expressed in monetary terms, not percentages.
- Should I use 40, 50, and 10 instead of 0.4, 0.5, 0.1?
No, using 0.4, 0.5, and 0.1 is correct if you’re applying weights (i.e., percentages) to scale each component of the fitness score. Using 40, 50, and 10 would dramatically skew the calculation unless you intentionally want those magnitudes. So the current approach is better for a balanced formula:
(0.4 * args.NetProfit) - (0.5 * args.MaxEquityDrawdown) - (0.1 * args.MaxBalanceDrawdown);
Yes — this version is correct if you're working within a method like OnBacktestResult() or OnOptimizationResult() where args is a parameter of type BacktestResult or OptimizationResult.
So in a cBot optimization context, it would look like:
protected override double EvaluateFitness(OptimizationResult args)
{
return (0.4 * args.NetProfit) - (0.5 * args.MaxEquityDrawdown) - (0.1 * args.MaxBalanceDrawdown);
}
