Rating: Empty Star Empty Star Empty Star Empty Star Empty Star
Systems with great sharpe ratio?
Previous 1 2 Next
taylornorboge

Member Since Nov 27, 2018  4 posts taylornorboge May 14 at 19:26 (edited May 14 at 19:27 )
scrtraders posted:
Hello,
https://www.myfxbook.com/members/scrtraders/compressor/3880644
SR = 0.21


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

taylornorboge

Member Since Nov 27, 2018  4 posts taylornorboge May 14 at 19:28
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

Member Since Feb 11, 2020  21 posts AlexFXPIP May 15 at 06:21
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

Member Since Mar 24, 2020  11 posts Tuxedo888 May 22 at 13:49

Not Specified
CuongVC

Member Since Oct 01, 2009  222 posts Cuong (CuongVC) May 22 at 15:24
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.
Please login to comment.
Loading
Loading
EURUSD 1.13539 GBPUSD 1.25662
USDJPY 107.286 USDCAD 1.35953

Tools

Community

Reviews

Brokers

Platform

Support


Twitter |  Facebook |  Site Map  |  Terms  |   Privacy Policy
©2020 Myfxbook Ltd. All Rights Reserved.
HIGH RISK WARNING: Foreign exchange trading carries a high level of risk that may not be suitable for all investors. Leverage creates additional risk and loss exposure. Before you decide to trade foreign exchange, carefully consider your investment objectives, experience level, and risk tolerance. You could lose some or all of your initial investment; do not invest money that you cannot afford to lose. Educate yourself on the risks associated with foreign exchange trading, and seek advice from an independent financial or tax advisor if you have any questions. Any data and information is provided 'as is' solely for informational purposes, and is not intended for trading purposes or advice. Past performance is not indicative of future results.