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Sharpe Ratio

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    Sharpe Ratio

    Hello Support,

    I notice the Sharpe Ratio on the Summary Tab of Account Performance remaining at 1.00. It does not seem to compute, while other entries like profit factor, Average Trade etc, change when click Generate.

    Why is it always showing 1.00 ? How can I get it to compute?

    Thanks.
    Regards,
    EdwardK.

    #2
    Hello Edward,

    In the event that there is only 1 month of trade history or less, there is insufficient data to calculate the monthly standard deviation of profits in which event, the Sharpe Ratio is set to a value of 1
    Ryan M.NinjaTrader Customer Service

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