vars: 
   vTotalBars(0), 
   vAvgBarEqGrowth(0), 
   vAvgLinShift(0), 
   vLinEquity(0), 
   vMaxDev(0), 
   FitnessVal(0),
   tDiffSum(0), 
   tCounter(0); 

arrays: 
   aCumEquity[](0); 

if BarNumber >= 1 then 
   begin 
      Array_SetMaxIndex(aCumEquity, BarNumber); 
      aCumEquity[BarNumber] = NetProfit + OpenPositionProfit; 
      vTotalBars = BarNumber; 
   end;
   
if (numwintrades + numlostrades) > 0 then 
      begin 
         vAvgBarEqGrowth = aCumEquity[vTotalBars] / vTotalBars; 
         vLinEquity = vAvgBarEqGrowth; { linear equity at bar 1 
            will be equal to the average bar equity growth value} 

         for tCounter = 1 to vTotalBars 
            begin 
               tDiffSum = tDiffSum + (aCumEquity[tCounter] - vLinEquity); 
               vLinEquity = vLinEquity + vAvgBarEqGrowth; 
            end; 

         vAvgLinShift = tDiffSum / vTotalBars; { average deviation 
            from the perfectly linear, though shifted equity curve} 
         vLinEquity = vAvgBarEqGrowth; 

         for tCounter = 1 to vTotalBars 
            begin 
               vMaxDev = MaxList(vMaxDev, 
                  AbsValue(aCumEquity[tCounter] - (vLinEquity + vAvgLinShift))); 
               vLinEquity = vLinEquity + vAvgBarEqGrowth; 
            end; 

         FitnessVal = aCumEquity[vTotalBars] / vMaxDev; 
         SetCustomFitnessValue(FitnessVal);
      end;