Automatically test multiple combinations of Stop Loss, Take Profit, and Time Stop to find the most profitable settings for the selected strategy.
Step 1
Configuration
% Train (Rest is Out-of-Sample)
Step 2
Grid Search Parameters
Define the range and step for each parameter. The optimizer will test every combination.
Optimization Results
Completed
Best Sharpe Ratio
Total Return
Max Drawdown
Win Rate
Best Configuration Found
Stop Loss
Take Profit
Time Stop
Trailing Stop
Total Trades
🧪 Walk-Forward: Out-of-Sample Test (Blind Check)
These are the results of the BEST configuration found during training, but tested on the unseen TEST period. If these numbers are much worse, the strategy is overfitted.
Test Sharpe Ratio
Test Total Return
Test Max Drawdown
Test Win Rate
⚠️ Warning: Test results are significantly worse than Train results. High probability of overfitting!
🎲 Monte Carlo: Best Strategy Risk Profile (1000 Scenarios)
If the sequence of winning and losing trades was random, what is the probability of blowing up your account?
Risk of Ruin
Median Max Drawdown
Expected Return (Med)
Worst Case DD (95%)
⚠️ Critical: High probability of losing capital. This strategy is highly sensitive to trade sequence!
Top Optimization Variants (Plateau Analysis)
Look for clusters of good parameters to avoid overfitting to a single peak.