Optimization Criterion

Optimization Criterion - The metric used to evaluate and compare optimization runs. Both platforms allow choosing what to maximize or minimize. In MT5 it’s called the optimization criterion: “a certain factor whose value defines the quality of a tested set of parameters. The higher the value of the optimization criterion, the better the testing result”. For example, profit, Sharpe ratio, or a custom Complex Criterion can be chosen. In cTrader, each pass has a Fitness score based on the chosen criteria (e.g. maximize net profit, minimize drawdown).