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Percma

Joined Oct 16, 2017

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Systems by Percma

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Sharpe Ratio

the strategy has been doing on a real account about 2.5%monthly for the last 18months...strategy is pretty sound but it looks to me that the calculation is just based on the spread between the TP and STL ...not the percentage of winning trades

1157

Jan 24, 2018 at 08:50

Sharpe Ratio

Just wondering if someone could explain me how the Sharpe ratio is calculated in myfxbook (what an incredible site!)....starting from this Sharpe ratio = (Mean portfolio return − Risk-free rate)/Standard deviation of portfolio returnI'm looking at one strategy (long/short combination of di...

1157

Jan 23, 2018 at 05:42

Percma's Reviews

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