The OptimizationResult class contains the results of a single optimization run, including the Parameter values used, calculated performance metrics, run information, and any error that occurred during the run.
Contains the annualized return of the optimization run. This value is used when calculating Walk-Forward Optimization (WFO) Efficiency. The default value is Double.NaN.
Contains the message from an Exception that occurred during the optimization run, or null if no Exception occurred.
Contains the Exception instance that occurred during the optimization run, or null if no Exception occurred.
Returns the value of the performance metric specified in metricName. If PerformanceMetrics does not contain the specified metric, returns Double.NaN.
Creates and returns a PreferredValueList based on this optimization result's ParameterValues and the optimizable Parameters exposed by the specified optHost. Each generated PreferredValue contains the Parameter name and corresponding value from this optimization run.
Contains an optional name for the optimization result. This value is used when displaying results in the Filter Sets tool.
Controls the display opacity of the optimization result in interfaces such as the Filter Sets tool. Filtered results can use a reduced opacity to appear dimmed. The default value is 1.0.
Returns the Parameter values used for this optimization run, in the same order as the Parameters being optimized.
Restores the OptimizationResult from its persisted string representation specified in s. The restored information includes RunNumber, Symbol, ParameterValues, PerformanceMetrics, AnnualizedReturn, ErrorMessage, and, for newer persisted versions, Name.
Contains the performance metrics calculated for the optimization run, keyed by metric name. The metrics included are determined by the performance metrics selected for the optimization.
Returns a persisted string representation of the OptimizationResult. The persisted information includes RunNumber, Symbol, ParameterValues, PerformanceMetrics, AnnualizedReturn, ErrorMessage, and Name.
Returns true if this OptimizationResult was returned from an existing cached optimization result rather than produced by executing a new backtest. The default value is false.
Contains the chronological run number of this optimization result.
Contains the symbol associated with this result when the optimization is being performed on a symbol-by-symbol basis.
Contains optional information that an Optimizer can associate with this OptimizationResult. The meaning of this value is determined by the Optimizer using it.
Returns a comma-delimited string containing the values in ParameterValues, with each value formatted to two decimal places.