Hi everyone.
I would like to know what do you think about adding to the Grid some variable that let the investors know the consistency of the monthly returns, i. e., don´t take a strategy that makes 30% CAGR with a 30% in one month and the rest of the time with no trades, and another strategy with a 2.2% monthly return, every single month.
Furthermore, I´d like to see the max and min monthly return (percentage base), and the average_monthly_win/average_monthly_loss.
Related to the previous topic, I think it is important a filter of average_win/average_loss, in order to, for instance, filter strategies that have this value > 1.
I think that adding these variables to the grid is not difficult and could help a lot in filtering strategies.
Do you think that these or other variables could improve Collective2?
Thanks,
Daniel
