Systems with great sharpe ratio?

Apr 06, 2020 at 15:10
1,469 Visa
10 Replies
Medlem sedan Oct 01, 2009   242 inlägg
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.
Medlem sedan Dec 09, 2019   15 inlägg
Apr 06, 2020 at 15:13
Medlem sedan Oct 01, 2009   242 inlägg
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.
Medlem sedan May 27, 2017   7 inlägg
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.

Bilagor:

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

0.56
Medlem sedan Oct 01, 2009   242 inlägg
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
Medlem sedan Nov 27, 2018   4 inlägg
May 14, 2020 at 19:26 (redigerad 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
Medlem sedan Mar 24, 2020   98 inlägg
May 22, 2020 at 13:49
Medlem sedan Oct 01, 2009   242 inlägg
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.
Medlem sedan Oct 01, 2020   5 inlägg
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.
Medlem sedan Nov 25, 2020   1 inlägg
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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