About the Optimization Report

Optimization means to find the maximum or minimum outcome. Optimization in Portfolio Maestro is done so that you are able to view many possible outcomes and select those that are of interest for further analysis. At this point optimization is done by running through all possible combinations of inputs.

The Optimization Report displays the information line by line. Each line corresponds to a combination of inputs tested on the portfolio and contains Total Return, Number of Trades, Average Trade, Average Drawdown, Maximum Drawdown, Sharpe Ratio, K-Ratio, Total Return/Max Drawdown (%), Parameters (Inputs), and Money Management Parameters.

 Access from the Reports section of the shortcut bar and select Optimization Report.

The report can be sent to a printer using the Print button on the toolbar. You can also export data for selected tabs to an Excel file by clicking the Export to Excel button on the toolbar.