Fitness types

The following fitness types, and combinations of them with any weighting you chose can be used.

I prefer the following.

Net profit, Net profit * ave trade, NP/DD * ave trade, Net profit/max 5 draw-downs * average trade, NP/-DD*(R-0.5)*PF*SR

R is Pearson's correlation to a straight line.

Fitness weighting

More weight can be applied to any one fitness. To have less weight, use weight <1.0

For example if you want more trades at the expense of average trade, net profit(1), AverageTrade(0.5) will give more trades with less average trade than net profit(1), AverageTrade(1)

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