Droskill, What about R squared?
--- In [email protected], "droskill" <drosk...@...> wrote: > > Hey all - > > One of the things I would love to optimize around is equity curve smoothness > - but I don't see any parameter that really matches with that. Drawdown is > an obvious one as a smooth equity curve generally doesn't have huge drawdowns > - but I'm wondering if people have other ideas. > > Thanks in advance! >
