I think that not considering commissions in systems stats can, in many cases, make the results in the grid useless.
Many systems appear in the top regarding sharpe, sortino or calmar ratio but when you "look inside" it, you realize that statistics are pure illusion.
I wonder why C2 chooses to not consider the commissions and if it is possible to have "real" figures in the grid in the future.
Thanks
Likewise, when will system developers be able to request fee and commission adjusted equity figure via the API?
AIT - I know this is a feature you have requested. I agree it is something I would like to get to, but I do not currently have a scheduled date for completion. I’ll try to get to it as soon as I can.
I totally agree that commissions need to be included even if it the least expensive broker like openecry.
Would give a more realistic look instead of these inflated figures that we see now.
Dave
