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Systems with great sharpe ratio?

forex_trader_[584508]
May 14 2020 at 19:26
4 posts
scrtraders posted:
Hello,
https://www.myfxbook.com/members/scrtraders/compressor/3880644
SR = 0.21


Just another manipulated account.. -624660.8 pips last year btw

forex_trader_[584508]
May 14 2020 at 19:28
4 posts
AlexFXPIP posted:
Sharpe Ratio
The Sharpe ratio is used to characterize how well the return of an asset compensates the investor for the risk taken. The higher the value, the better.

Looks like i found - Sharpe Ratio higher = better
sharpes of around 2 or better are considered professional

AlexFXPIP
May 15 2020 at 06:21
21 posts
taylornorboge posted:
scrtraders posted:
Hello,
https://www.myfxbook.com/members/scrtraders/compressor/3880644
SR = 0.21


Just another manipulated account.. -624660.8 pips last year btw

minus pips means total martingaile = big lots with smal pips recover old low lots with big pips of drawdown .... will blow acc very easy

Tuxedo888
May 22 2020 at 13:49
11 posts
Cuong (CuongVC)
May 22 2020 at 15:24
237 posts
I have tried to calculate SR myself and compared it to SR on myFxBook. I found that myfxbook calculate SR not as the Sharpe Ratio Formula. They calculate it based on trades, not based on days.

So the recommended 'SR>1 is good, SR<1 is not good' is not correct if we apply it to SR value in myfxbook.

I found, SR>=0.2 is good in here.

Still have to dig more into this....

If you can prove that you can make money grows, tons of money will flow to you.
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