Forex Software — sharpe ratio

Re: sharpe ratio

null@example.com (kitomc) — Wed, 07 May 2025 12:05:05 +0000

That's the key! You'd be impressed by how well that validation Mr. Popov mentions works.

Popov wrote:

Sharpe Ratio represents the how big is the profit relatively to the balance and the profit volatility.
Simply said, the Sharpe Ratio will be higher when a strategy makes higher consistent profit.
A reason for low Sharpe ratio is a big variation of the profit and loss size.
Besides the trading rules, the strategy performance greatly depends on the commission, swaps, and spreads.
I would not put too much attention to the stats metrics.
For me the most important criteria evaluating a strategy is to make a profit on new data, no mater if it is on backtest, real or demo trading.

Re: sharpe ratio

null@example.com (Popov) — Wed, 07 May 2025 10:11:16 +0000

Sharpe Ratio represents the how big is the profit relatively to the balance and the profit volatility.

Simply said, the Sharpe Ratio will be higher when a strategy makes higher consistent profit.
A reason for low Sharpe ratio is a big variation of the profit and loss size.

Besides the trading rules, the strategy performance greatly depends on the commission, swaps, and spreads.

I would not put too much attention to the stats metrics.
For me the most important criteria evaluating a strategy is to make a profit on new data, no mater if it is on backtest, real or demo trading.

sharpe ratio

null@example.com (moonb123) — Wed, 07 May 2025 09:14:16 +0000

Dear all

I made an EA with EA studio. The EA profits $3536 and sharpe ratio 0.16 with premium historical data.
I run the same EA with different hitorical data in the same period. Historical data-1 gave $4713 sharpe ratio 4.14 and Historical data-2 yielded $6364 sharpe ratio 5.60. Why EA studio sharpe ratio is too low?
any comments I appreciate, thank you