Use the following fitness functions within the strategy's Epilog as a way of reducing the strategy's performance to a single numerical value.
Because all optimization decisions are based on the output of the fitness function, the correct choice and use of a fitness function is paramount in achieving your optimization goals. Toward this end, you may want to consider trying OMX_F_GPF. This function is a product of our own research and development - it was created specifically for Optimax and is the most comprehensive fitness function by far that we know of. Because of its complexity, we recommend you start with a simpler function first, then as you gain experience and require more control from your optimization, try OMX_F_GPF.
We also encourage you to create your own fitness functions and to experiment as there are as many ways to evaluate fitness as there are people creating strategies.