I know this topic was brought up before, but it is still not clear for me.
How exactly is Sharpe ratio being calculated in Strategy Analyzer?
I've got Optimization results for 3 month. How do I recalculate Sharpe manually to get to the same number as NT?
I tried calculating Avg/StdDev of all Profits from the Trades tab or Periods tab - my numbers didn't match the NT.
Thanks.
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