OverfittingMetrics

Library "OverfittingMetrics"

calculateMetrics(tradeResults, tradeTypes, minTrades, startCapital)
  Parameters:
    tradeResults (array<float>)
    tradeTypes (array<string>)
    minTrades (int)
    startCapital (float)

randomizeParameter(baseValue, variationPercent, seed)
  Parameters:
    baseValue (float)
    variationPercent (float)
    seed (int)

classifyMarket(priceSeries, lookbackLength)
  Parameters:
    priceSeries (float)
    lookbackLength (simple int)

checkOverfittingWarnings(winRate, profitFactor, totalTrades)
  Parameters:
    winRate (float)
    profitFactor (float)
    totalTrades (int)

calculateConsistency(tradeResults)
  Parameters:
    tradeResults (array<float>)

isOverfitDetected(winRate, profitFactor, totalTrades, minTrades)
  Parameters:
    winRate (float)
    profitFactor (float)
    totalTrades (int)
    minTrades (int)

getOverfitScore(winRate, profitFactor, totalTrades)
  Parameters:
    winRate (float)
    profitFactor (float)
    totalTrades (int)