Understanding Sharpe? Help pls.
There is small thread about Sharpe ratio with the links to two articles: https://www.mql5.com/en/forum/192964
Sharpe ratio calculation in MT5 is very unrealistic
- 2017.05.20
- www.mql5.com
I think the way MT5 calculates the Sharpe Ratio (SR) as explained here https://www.mql5.com/en/forum/1372/page2 is incorrect...
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Hello, i have developed a couple of what I call very good EAs.
I back tested on 3 years and 2 years, I have a Sharpe of 7+ and 4+, but my recovery is garbage.. .50. Or so ..
Is recovery a factor for most of the traders here? Ig I figgure it would be in correlation to thrrespective gains in profit ?