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Systems with great sharpe ratio?

Apr 06, 2020 at 15:10
1,196 Просмотры
16 Replies
Cuong (CuongVC)
Участник с Oct 01, 2009   237 комментариев
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 can prove that you can make money grows, tons of money will flow to you.
SCRTraders Group (scrtraders)
Участник с Dec 09, 2019   15 комментариев
Apr 06, 2020 at 15:13
Cuong (CuongVC)
Участник с Oct 01, 2009   237 комментариев
Apr 06, 2020 at 17:22
That is pretty good Scrtraders.

Somehow your 2019's has much higher return.



If you can prove that you can make money grows, tons of money will flow to you.
Sittikrai (Sittikrai)
Участник с May 27, 2017   7 комментариев
Apr 24, 2020 at 19:20
Sharpe ratio. Why you interest it?
I think it can make only do not close loss order.
Hold loss order will mke Shape ratio error.

But with risk per trade sl tp system. Hard to edit sharpe ratio.

Приложения:

Участник с Feb 13, 2017   251 комментариев
Apr 24, 2020 at 22:20
Sharp ratio is an important parameter.
https://www.myfxbook.com/members/almfx/rigel/5012796

0.56
AlexFXPIP
Участник с Feb 11, 2020   21 комментариев
May 14, 2020 at 07:46
hi guys ! i am sorry what is Sharp Ratio parameter show ? as i understand it must be very low
Where i can read about thous all parameters of Myfxbook ?
thank you
AlexFXPIP
Участник с Feb 11, 2020   21 комментариев
May 14, 2020 at 07:47
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
AlexFXPIP
Участник с Feb 11, 2020   21 комментариев
May 14, 2020 at 07:51
Is it Good ?
Cuong (CuongVC)
Участник с Oct 01, 2009   237 комментариев
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.
Cuong (CuongVC)
Участник с Oct 01, 2009   237 комментариев
May 14, 2020 at 15:41
AlexFXPIP posted:
Is it Good ?

Yes, this looks pretty good. Do you have the link to the account?
If you can prove that you can make money grows, tons of money will flow to you.
forex_trader_584508
Участник с Nov 27, 2018   4 комментариев
May 14, 2020 at 19:26 (отредактировано May 14, 2020 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
forex_trader_584508
Участник с Nov 27, 2018   4 комментариев
May 14, 2020 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
Участник с Feb 11, 2020   21 комментариев
May 15, 2020 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
Участник с Mar 24, 2020   98 комментариев
May 22, 2020 at 13:49
Cuong (CuongVC)
Участник с Oct 01, 2009   237 комментариев
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....
If you can prove that you can make money grows, tons of money will flow to you.
Freddi (fdegen)
Участник с Oct 01, 2020   5 комментариев
Jun 14, 2022 at 18:24
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.
FXOpen Trader (Fx_Trader15)
Участник с Nov 25, 2020   1 комментариев
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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