Can we add the Performance Metric Profit Factor to the Backtest and Out Of Sample Data?

Thanks for your suggestion. A general rule of thumb is: requests for new performance metrics are not accepted. An addition of a new performance metric is pretty much undesirable since that would require...

* tweaking the WS Publisher
* distributing the change to its users
* showstopper: resetting the system's accumulated IS and OOS performance if its author decides to opt in

As you understand, hardly any author would dream about the possibility of losing his TSSN status, losing subscribers, wiping out his OOS and IS results completely, re-uploading backtest results, going through another probation (now only 10 days), paying the re-entry fee etc. - all that just to show an extra performance metric to the world. ;)

Fortunately, this may not apply to Profit Factor. We have the necessary data so nothing of the above is required. I'll discuss whether it's optimal to reconstruct it and get back to you.

Good news. Your request is on our todo list of future enhancements to WS.

Thanks..