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sharpe or sortino? obliq 45 degrees?

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    sharpe or sortino? obliq 45 degrees?

    if i want optimizing strategy to have an account performance grow to near 45 degrees obliq line, which to choose sortino or sharp ratio ?at which measurment should it be?
    thx
    Last edited by kainermy; 02-22-2023, 11:43 PM.

    #2
    Hello, thanks for writing in. You can find the exact definitions for sharpe and sortino ratio here:


    The performance you get from individual strategies will be different, so you will need to test out each one on your strategy.

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