Optimization helps you automatically test multiple parameter combinations to find the most profitable version of your trading strategy.
The optimization window is divided into three key vertical blocks, each of which affects the final result.
gt-app backtest Optimization Page screenshot (Left, Middle and Right Block)
5.1 Left Block — Market Setup (Selection of Coins & Timeframes)
This block determines which coins and timeframes will be optimized.
Key elements:
1) Symbol Selection (multiple coins simultaneously)
The user can:
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select a single coin
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or a group of coins (e.g., BTC, ETH, SOL, AVAX, etc.)
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see a list of all added coins below the block
The optimizer will test each coin using the selected parameters and then show the top performers.
2) Timeframe Selection
You can select:
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a single timeframe (e.g., 5 minutes),
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or multiple timeframes (5 minutes, 15 minutes, 30 minutes, 1 hour, etc.).
Each timeframe undergoes a separate optimization cycle.
3) Date Range
Period selection - for example: 1 Week or 1 Month, or Custom. The period selection affects the amount of data and calculation time.
4) Direction (Long / Short)
Optimization only takes into account the selected direction. If you're considering testing in both directions, select both.
5) Initial Margin Notice
A hint appears below the block: “Optimizer uses Initial Order Size = $500 from your backtest settings. Position size = Margin × Leverage.”
This is important - the optimizer relies on the settings specified in the main Backtest window.
5.2 Middle Block — Core Parameters Optimization (TP, SL, Leverage)
The center column controls the key parameters that most influence the strategy's outcome.
Take Profit Range (%)
Allows you to specify the testing range:
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Minimum TP (e.g., 0.3%)
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Maximum TP (e.g., 5%)
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TP step (e.g., 0.3%)
The optimizer automatically runs all possible values from the minimum to the maximum with the selected step.
Leverage Range
Parameters:
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Minimum leverage (e.g., 1x)
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Maximum leverage (e.g., 20x)
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Testing step (e.g., 1x)
A larger range allows you to determine: at what leverage the strategy is most effective and safe.
Stop Loss Range (%)
Allows you to test the strategy's behavior at different SL levels:
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SL range
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Step (e.g., 1%)
The goal is to find a balance between security and maximum PnL. These parameters are the core of optimization. A properly chosen range significantly increases the strategy's effectiveness.
5.3 Right Block — DCA / Safety Orders Optimization (Optional)
This block can be enabled or disabled as desired. When the toggle is active, the optimizer cycles through the averaging parameters.
Important: DCA behavior optimization introduces a huge number of combinations, therefore optimization time grows exponentially.
Number of Safety Orders Range
Determines:
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Minimum number of safety orders
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Maximum number of safety orders
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Change step
The optimizer tests different averaging structures.
Martingale Ratio Range
Setting the subsequent order size amplification:
• Range (e.g., 1.10 – 1.50)
• Step (e.g., 0.10)
Gives an understanding of whether and how much to amplify positions when the price falls.
Price Deviation Range (%)
Determines the depth at which safety orders are triggered:
• PD min (e.g., 2%)
• PD max (e.g., 5%)
• PD step
This affects the risk and frequency of averaging.
gt-app backtest Optimization Results screenshot
5.4 Running Optimization
After setting all ranges, the user clicks: Run Optimization. The process of trying all possible parameter combinations begins.
The following appears on the screen:
1) Progress Bar
Shows how much of the calculations have already been completed.
2) Log Output / Event Log
Shows:
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Coin
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Current parameter combination
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PnL
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Calculation time
3) Tests Counter
Shows how many tests have been completed and how many remain.
5.5 Optimization Results — Choosing the Best Strategy
After completion, the user sees a list of top combinations sorted by key metrics:
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PnL (profit first),
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Win Rate,
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Number of Trades,
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Safety Order Structure,
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Leverage & SL/TP Combination.
Each line represents a completed strategy.
Clicking the "Apply to Backtest" button instantly transfers the selected set of parameters back to the Backtest window.
After this, the user:
- sees the results on the chart,
- can examine the trades,
- and, if necessary, click Launch Trading.
