Found another interesting strategy maxRunUp: 391.76 maxDD: -0.74 score: 102.41 But it doesn't beat the one I am currently using maxRunUp: 8640.21 maxDD: -0.95 score: 401.34 If I could find a way to manage the drawdown xD I mean I don't mind losing 90% if it makes money in the long run. But finding a way that minimize the DD to improve the max run up would be nice.
Good thread, im currently building this kind of system too, found your thread from google by searching "bapi/apex" thanks for sharing , will be watching this thread daily