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TS Index

v.2.0.0.0

TS Index

Overview

An optimization fitness for the Strategy Analyzer, after TradeStation's index:

TS Index = Net profit × Winning trades / Largest intraday drawdown

It rewards profit and many winners and punishes deep drawdowns. The drawdown is the equity curve's deepest fall from a peak, each trade's worst point included - a trade that went deep against the position before closing counts.

How to use it

  1. Open a Strategy Analyzer and set up an optimization as usual.
  2. In Optimize on, choose TS (TradeStation) Index.
  3. Run the optimization; the results are ranked by the index.

Select TS Index in the Strategy Analyzer

Version history

v.2.0.0.0 - October 2026

  • Fixed: the drawdown is the equity curve's largest fall (it was the smallest losing day); runs without a losing day are ranked correctly.