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Hi Guys, I am doing some optimization on a system and ran into a small problem. If I am optimizing with a minimum volume parameter I get many more trades with a small volume required and fewer trades with greater volume required. More trades yield a higher profit, but at the expense of many more trades and positions than desired, even accounting for comm and slippage. What I think I would like to see is something like profitability per trade. ie: Bang for the buck, a buck being defined as a trade. Does this sort of thing make sense and does anyone have any suggestions for a metric that accounts for something like this? Cheers SId
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