I was wondering if i can access to the montecarlo generated curves of a strategy test and all the parameter values for each one of them.

The idea is take the best 'n' montecarlo curves, extract the parameter values associated and then compute the statistical mode for each parameter.

We would take this parameter modes as the supposedly most robust ones.

¿Has anyone tried this? ¿Is it worth doing it? ¿How could i do it with zorro and other tools?

Thanks.