Sharp Value.. 48.48?

Created at 13 Dec 2015, 12:54
Subscribe
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
IU

iulik2k1

Follow

Joined 16.08.2013

Sharp Value.. 48.48?
13 Dec 2015, 12:54

Hi, i think sharp ratio is wrong, because i obtain value 48.48.

Ex: Equity=10.814, Balance = 10.814, Net Profit=814, Sharpe Ratio 48.48??

The HFT obtain arround 8. i don't think i'm that good ...

http://jonathankinlay.com/wp-content/uploads/Fig-111.png

this have sharp ratio 5.

Thanks.

@iulik2k1
Replies

Spotware
16 Dec 2015, 05:41

Dear Trader,

The sharpe ratio is calculated correctly. In case you believe that it isn't, could you please provide us with the simplest example showing it? 

@Spotware
Copyright © 2024 Spotware Systems Ltd. All rights reserved.
cTrader Ltd offers through its group of companies the cTrader platform. The information on this website is for general informational purposes only and does not constitute financial or investment advice. cTrader does not solicit retail investors. Reliance on this information is at your own risk.