How is Trading Model fitness calculated?

Fitness is a ranking score designed to surface Trading Models that are profitable and consistent in the most recent test window.

While the exact formula may evolve, fitness typically rewards:

• net pips (wins minus losses)
• consistency (smooth equity curve, fewer clustered losses)
• risk behavior (drawdown control, stable stop structure)
• entry quality (robust entries across changing market conditions)

Tip: Always interpret fitness together with Robustness Score, Drawdown, and Expected Value.