Item |
Description |

Minimal ratio Profit/DD |
Minimal ratio between total profit and maximal drawdown. |

Minimal equity stability |
Minimal equity stability (values 0 - 100) |

Maximal drawdown |
Maximal drawdown in a percentage of initial capital. For example, initial capital of 10 000 USD, maximal drawdown of 25% => drawdown cannot exceed 0.25*10,000 = 2,500 USD within the complete testing period |

Minimal number of trades |
Minimal number of pair trades within tested period |

Minimal average trade |
Minimal average pair trade within tested period |

Minimal percentage of profitable trades |
Minimal percentage of profitable trades within tested period |

Minimal daily volume |
Minimal average daily volume (average within last 30 days) |

Minimal price |
Minimal price of both stocks in the pair |

Correlation period 1 |
Correlation period 1 |

Minimum of average of correlation 1 |
Minimal value of average of correlation 1 within the complete tested period |

Correlation period 2 |
Correlation period 2 |

Minimum of average of correlation 2 |
Minimal value of average of correlation 2 within the complete tested period |