The metric a sweep optimizes, and the one its leaderboard and its
sensitivity surfaces are read against.
One vocabulary throughout: the objective a SweepRequest is submitted
with is the objective the leaderboard is ranked by, and the one
Sweep.sensitivity aggregates unless a different one is asked for.
'sharpe' — risk-adjusted return; the platform default when a request names none.
The metric a sweep optimizes, and the one its leaderboard and its sensitivity surfaces are read against.
One vocabulary throughout: the objective a SweepRequest is submitted with is the objective the leaderboard is ranked by, and the one Sweep.sensitivity aggregates unless a different one is asked for.
'sharpe'— risk-adjusted return; the platform default when a request names none.'sortino'— downside-risk-adjusted return.'pnl'— absolute net profit and loss.'maxdd'— maximum drawdown.