Relation between Net Profit and Percent profitable trades

August 26th, 2019, 11:00 AM

Hello,
to evaluate optimized systems on the same length of data, I would like to compute an objective value that will help me compare systems, based on net profit and % profitable trades.

I was thinking of using the geometric mean: √(netProfit � percentProfitable)

I'm starting out in statistics and i'm not sure if this makes any sense at all. Please tell me if this makes sense.

August 26th, 2019, 11:20 AM

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Relation between Net Profit and Percent profitable trades

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Relation between Net Profit and Percent profitable trades