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I'm not sure what the "," in the results is for! Near 100% win on 40+ trades per period leads me to think the results are not accurate! I'm not slamming your system, I hope for nothing but the best for your trading. The results just look unrealistic.
I'll do some research, I'm interested in learning but I'm not an expert on Multicharts. I have used Ninja for the past 5 years.
"," is Swedish decimal ".". This file is just an example.
My problem is that I do not know how to read the results!
I get some rows with different optimized values for my parameters. Witch one should I use?
use for what? The WFO basically tests your signal on a set of data then applies the found results to a set of data
not included in the first set. Then moves forward using a different set of data for the optimization (depending if you are using anchored or unanchored optimzation) and a new out of sample set etc..
This means you will end up with different results for each in sample/out of sample dataset.
There is a lot of theory on WFO here on NexusFi and going through it will likely answer your questions.
if you compare Net Profit / Max Drawdown the results of the optimisation is not that good. You can set the optimisation to Custom Criteria and look for this function, if you get values over 3+ using this function is usually a decent risk reward.
As Joel stated, the NetProfit/Drawdown are way too high, especially in the OS period
One thing that bug me:
In the first line, the Gross Loss is way under the DrawDown, meaning that your system maybe waiting a little too long to take a lost
