Ideally a 3-d graph of gains v’s drawdowns and the optimised parameter would be necessary to give a good indication for profitable out of sample trading. Please see the screenshot which shows an optimised oscillator range of values compared to % profit. When running optimisation values I can’t find any way of comparing an indicator value that’s been optimised with the drawdown % and/or max drawdown so that you can find a stable range of parameter values that can be used in live trading? Is there anyway of getting the Drawdown % and Max Drawdown in the Results tables into Excel so you can graph optimised parameters versus drawdown?
