Finding Valid Optimization Targets in VeighNa

Summary

This forum exchange addresses how to choose a target metric when optimizing strategy parameters in VeighNa’s Jupyter-based workflow. A user shows a Sharpe ratio target and asks which field represents total profit, after an attempted profit-field name did not work. The response recommends inspecting the statistics dictionary returned by the backtesting engine’s calculation function to identify the available metric names.

The exchange provides a practical discovery method rather than a definitive field name for total profit. It does not list the returned fields or explain how metrics are calculated, and the user’s follow-up only thanks the respondent. Researchers should therefore check the statistics available in their own VeighNa version before selecting an optimization objective; the discussion gives no evidence comparing optimization targets or their effects on strategy performance.

Key ideas

• The exchange concerns selecting a performance statistic as the objective for parameter optimization.
• The suggested approach is to inspect the backtesting engine’s calculated statistics output.
• The discussion does not identify a confirmed total-profit field name.
• Available statistic names may need to be checked in the specific software version being used.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.