I'm having trouble with this Sharpe Ratio thing.
In NinjaTrader, it spits out the Sharpe Ratio for every backtest or optimization run, and so far the value for my strategy are always about 0.10 or below.
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I'm having trouble with this Sharpe Ratio thing.
In NinjaTrader, it spits out the Sharpe Ratio for every backtest or optimization run, and so far the value for my strategy are always about 0.10 or below.