Just a question

[miki]

In the attached file below there is the report of a forward optimization of my ea and it has sharpe ratio as a result. In your opinion, is it better to consider sharpe ratio or profit more?
Ps:rename files to .xml because fxdreema doesn't accept them.
ReportOptimizer-insample.xml.ex5
ReportOptimizer-outofsample.xml.ex5

[vish]

Queation is not cllear to me. Maybe you can share the project.

[l'andorrà]

@miki IMHO there is no good/bad option for your question. That depends on your target as a trader. What option can your psycology deal with in better conditions?

[roar]

@miki sharpe ratio is basically profit/risk, which is obviously a better metric than profit alone. However, using sharpe ratio in the optimizer often produces dead-end results - only 1 or 2 perfect trades with near infinite sharpe ratio and the genetic algorithm gets stuck with that.

I have found recovery factor to be the best optimizer goal.

[bk7]

@roar
you shouldn't optimize sharp ratio. I would recommend to optimize balance and sort the results after profit faktor and sharp ratio. (as long as there are enough trades)

[miki]

Thanks to all guys for your suggestions