Objective: What you want to maximize. PnL = total profit, PF = profit factor, WR = win rate, Sharpe = risk‑adjusted return, Robust = balanced consistency. “Multi + Sharpe” blends them by weights.
Side scope: Use Long, Short, or both when searching.
Min sample %: Minimum trades a candidate must have to count. Higher = safer (needs more trades). Lower = looser (allows small samples). We always require at least 40 trades.
Penalty strength: Pushes results toward broader, less “cherry‑picked” filters. Lower than 1.00 = stronger penalty for narrow choices; higher than 1.00 = lighter penalty.
Weights (Multi): If you pick “Multi + Sharpe”, sliders set how much each metric matters. They auto‑normalize to sum to 1.
Limit scope (optional): Pre‑select setups, regimes, symbols, tags, or entry/exit criteria to keep the search inside your picks. Leave empty to let it discover for you.
How it works: It tries many sensible combinations (sessions, hours, side, etc.), throws out ones with too few trades, scores the rest by your objective, and lightly penalizes overly narrow filters.
Quick tips: Start with Min sample 10% and Penalty 1.00. For safer results: raise Min sample and lower Penalty. For exploration: lower Min sample and raise Penalty a bit.
Metrics explained: Plain definitions.
PnL (Profit/Loss): Total wins minus total losses. Bigger is better.
Profit Factor (PF): Money made ÷ money lost. Above 1.0 means net profit; 2.0 is strong.
Win Rate (WR): Percent of trades that win. 60% means 6 of 10 win.
Sharpe: How steady profits are for the risk taken. Higher = smoother gains for the same profit.
Robustness: Performs well across sessions/hours/sides, not just a narrow slice.