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Systems with great sharpe ratio?
Apr 06, 2020 at 15:10
Membro Desde Oct 01, 2009
242 posts
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.
Apr 24, 2020 at 19:20
Membro Desde May 27, 2017
7 posts
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.
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.
Apr 24, 2020 at 22:20
Membro Desde Feb 13, 2017
251 posts
May 14, 2020 at 15:39
Membro Desde Oct 01, 2009
242 posts
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
Membro Desde Nov 27, 2018
4 posts
May 14, 2020 at 19:26
(editado May 14, 2020 at 19:27)
Membro Desde Nov 27, 2018
4 posts
scrtraders posted:
Hello,
https://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
Membro Desde Mar 24, 2020
98 posts
Not Specified
May 22, 2020 at 15:24
Membro Desde Oct 01, 2009
242 posts
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.
Membro Desde Nov 25, 2020
1 posts
Jun 14, 2022 at 23:07
Membro Desde Nov 25, 2020
1 posts
fdegen posted:When we are making use of the martingale strategy we need to remain careful as the losses could increase at any given time.
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.
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