@Violet-Hi there! Here is the updated Acceptance Criteria that I use based on Petko’s latest video:
Complete Backtest:
Min. profit factor-1.1
Minimum r-squared-70
In Sample (training) part:
Minimum r-squared-50
Out of Sample (trading) part:
Minimum r-squared-50
After the strategies are generated, I then filter their performance based on the win/loss, # of trades, etc.
I hope this helps. Happy trading!