annual return
drawdown
recovery from drawdown
JMHO
--- Evo1 <Evo1@xxxxxxxxxxx> wrote:
Hi all,
Let's assume I want to perform an optimization with
two variables (suitable for 3D in order to avoid
curve-fitting).
What would be _the first three metrics_ (or more)
you would keep in order to choose between multiple
parameters values ?
Tia
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