Please help create a simple custom metric , In optimization with smart algorithm SPSO and choosing sharpe ratio as optimization target when i do optimization in result sharpe ratio use to be very high but net % profit very small and when i am choosing net % profit in optimization target in result net % profit use to be very high but sharpe ratio very small so if possible please create a custom metric through which it is possible to get midium/moderate sharpe ratio with midium/moderate net % profit in optimization result.
Regards NK
