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Sharpe Ratio in Account Performance isn't correct

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    Sharpe Ratio in Account Performance isn't correct

    Hi!
    I have a demo account and some results of trading on it. But Sharpe Ratio parameter is always 1.
    What's wrong?
    With best regards,

    #2
    Hello fut_practice,

    This can be as expected behavior. If there is one month or less of data (as per the From and To dates) than there is insufficient data to run this calculation and will default to 1.

    Please see the link below under 'Understanding Sharpe Ratio'.

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      #3
      It's always 1.0 for me unless I generate a few months of historical data.

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        #4
        Hello Drtro,

        Can you please check if you able to reproduce it if you test the SampleMACrossOver strategy.

        Could it be you experience this behavior only with certain automated strategies?

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