Hi @rikuhikkake
I included that metric in the Backtester
I'll make a video next week to show how to use it
For the time being, we made a while back a pretty introductory Youtube video showing how you can connect your Algo framework to the Backtester
https://www.youtube.com/watch?v=YsI23WORsBM
The Youtube Videos shows how to mouseover your cursor and get real-time updated statistics
The new metric is called Sum MAX Profitability ALL Trades and be reached as per the image below.
In the backtest configuration, for calculating it for 1 day only you should do configure with ALL the steps below:
Select Date Range Filtering and set a beginning and end date
For example, calculating only for March 27th, 2020, set beginning AND end dates to be March 27th, 2020selecting Close on External Signal (+1/-1)
The way to use the external stop loss from the Algo framework being the hard exit signalalso selecting Close on opposite
Forces the backtest to close a position whenever a signal in the opposite direction triggersset show Entry Stop loss = 50%
Selecting a huge one on purpose so that the exit will be based on the brown vertical bars being the hard exits