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OptimizationPass

interface cAlgo.API Since 5.9

DesktopCLICloud

Represents a single completed optimization pass and its key statistics.

Environment behaviour

CLI — not supported. Available to plugins only, and plugins cannot run in the CLI.

Cloud — not supported. Available to plugins only, and plugins cannot run in the cloud.

Definition

public interface OptimizationPass

Namespace: cAlgo.API · Group: Optimization

Examples

protected override void OnStart()
{
    Optimization.PassCompleted += args => PrintPass(args.Pass);
}

private void PrintPass(OptimizationPass pass)
{
    Print("Pass {0} ({1}): net profit {2}, profit factor {3}, max DD {4}%, trades {5}",
        pass.Id, pass.TimeFrame, pass.NetProfit, pass.ProfitFactor, pass.MaxEquityDrawdownPercentages, pass.TotalTrades);
}

def on_start(self):
    api.Optimization.PassCompleted += lambda args: self.print_pass(args.Pass)

def print_pass(self, optimizationPass):
    api.Print(f"Pass {optimizationPass.Id} ({optimizationPass.TimeFrame}): net profit {optimizationPass.NetProfit}, profit factor {optimizationPass.ProfitFactor}, max DD {optimizationPass.MaxEquityDrawdownPercentages}%, trades {optimizationPass.TotalTrades}")

Properties

Name Description
FitnessDesktopCLIClouddouble Gets the fitness value of the pass.
IdDesktopCLICloudint Gets the pass id.
JsonReportDesktopCLICloudstring Gets the full per-pass backtest result as JSON.
MaxEquityDrawdownPercentagesDesktopCLIClouddouble Gets the maximum equity drawdown of the pass, as a percentage.
NetProfitDesktopCLIClouddouble Gets the net profit of the pass.
ParameterValuesDesktopCLICloudIReadOnlyDictionary<string, string> Gets the exact parameter values this pass used, keyed by parameter name.
ProfitFactorDesktopCLIClouddouble Gets the profit factor of the pass.
TimeFrameDesktopCLICloudTimeFrame Gets the time frame of the pass.
TotalTradesDesktopCLICloudint Gets the total number of trades in the pass.

See also