The Multi-Objective Optimizer for Quantacula Studio lets you optimize your models based on multiple performance metrics. After installing the extension, the next time you launch Quantacula Studio, you will see a new optimization method, "Multi-Objective", in the optimization form.
Click the Configure button to configure the performance metrics to target during your optimization.
Check the box next to a performance metric to include it as an optimization target. Each performance metric has an associated weight. You can optionally increase or decrease this weight to influence how big a role the metric plays during the optimization.
The optimizer uses a genetic algorithm to mutate the fittest optimization results, in a series of progressively narrower runs. At the end of the optimization, a range of parameters is available that represents a solution based on the metrics you had configured. Since the Multi-Objective Optimizer does not explore every single combination of parameters, it might not discover the absolute best result. However, the algorithm is effective at identifying profitable value combinations in large parameter sets.