What is the definition of "the BEST one" on the Walk-forward testing?

AmiBroker
#1

As the Walk-forward testing help page says: The “Optimization target ” field defines the optimization report COLUMN NAME that will be used for sorting results and finding the BEST one.

For example, people always want the largest "Net profit" or "Profit Factor",
but maybe hope the smallest "Exposure %" or "Ulcer Index",
so I guess the definition of "the BEST one" may not be the largest one.

Please tell me what is the definition of "the BEST one" on the Walk-forward testing?

Thank you very much!

#2

The "best" meaning in WF test is "highest". If you want lowest you have to create your own custom metric by either negative of value that you look for or inverse.

#3

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