The simulation report appears when you backtest or optimize a trading system. In the top panel, it displays a table, where each row represents a trading system backtest result. The table contains the following columns: Name, Annual return, Maximum drawdown, Sharpe ratio, Percent of winner trades and optimizable fields. In this post, we will show you how to create a custom metric. Steps: - Select "Analysis" then "Simulator" - Click on "Create a metric" (If the menu is not extended then click on the "+" icon) - Click on "Help" to get information about the methods and variables available in the metric script tool - Type the following script: if(AnnualReturn > 10 && SharpeRatio > 1 && SortinoRatio > 1.5) { Fitness = 1; } Our metric returns one if the backtested strategy meets the following criteria: Annual return higher than 10%, Sharpe ratio higher than 1 and Sortino ratio higher than 1.5 - Click on "Save Formula", type a name for the metric (Example: MyMetric) then click on "Save Item" - Close the form then click on "Metrics" in the simulator manager - Check "MyMetric" then click on "OK" - Select a trading system then click on "Simulate" or "Optimize" The report tool will display a new column called "MyMetric".  Note that you can also add a metric by using the money management tool.
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