I understand that the Algo in C2 is always adjusted but I don’t understand why if I increase the “Average Leverage” ( while keeping all other parameters the same ) the strategy is rank higher?..
Also, is there an option to get the weight of each parameter? for example Sortino is 0.10 or Average leverage is 0.4
I understand we can play with the number but knowing the weight of each one can be helpful…
@MatthewKlein Can you help with that?