This code is acustom optimisation function for the MetaTrader 5 Strategy Tester. It is not an Expert Advisor, indicator or script in the classical sense, but a special script for analysing test results.
Calculates a set of metrics for both periods:
Creates a comprehensive strategy evaluation that takes into account:
This approach is particularly useful for traders and developers who want to take testing and optimising trading strategies seriously, minimising the risk of fitting to historical data.
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