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Systems with great sharpe ratio?
Apr 06, 2020 at 15:10
1,725 Angesehen
10 Replies
Apr 06, 2020 at 15:10
Hello great traders,
If you have system(s) with good sharpe ratio, please post here.
At least it has to be from 0.2.
Short history is okay. Good sharpe ratio system is worth to watch.
CuongVC
If you have system(s) with good sharpe ratio, please post here.
At least it has to be from 0.2.
Short history is okay. Good sharpe ratio system is worth to watch.
CuongVC
If you can prove that you can make money grows, tons of money will flow to you.
Mitglied seit Dec 09, 2019
15 Posts
Apr 06, 2020 at 15:13
We make trading easy.
Apr 24, 2020 at 22:20
May 14, 2020 at 15:39
almfx posted:
Sharp ratio is an important parameter.
https://www.myfxbook.com/members/almfx/rigel/5012796
0.56
This looks nice.
The higher sharpe the better.
Hope more will post their accounts here.
If you can prove that you can make money grows, tons of money will flow to you.
forex_trader_584508
Mitglied seit Nov 27, 2018
3 Posts
May 14, 2020 at 19:26
(bearbeitet May 14, 2020 at 19:27)
scrtraders posted:
Hello,
http://www.myfxbook.com/members/scrtraders/compressor/3880644
SR = 0.21
Just another manipulated account.. -624660.8 pips last year btw
May 22, 2020 at 13:49
Not Specified
May 22, 2020 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....
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.
Mitglied seit Nov 25, 2020
1 Posts
Jun 14, 2022 at 23:07
fdegen posted:
I’ve got 0.31.
Short history due to being on different account. Strategy is without martingale/grid.
Let me know if you would like to know more.
When we are making use of the martingale strategy we need to remain careful as the losses could increase at any given time.
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