Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Percent return in Sharpe calc, Strategy Analyzer

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Percent return in Sharpe calc, Strategy Analyzer



    Sharpe is generally done in percent return. How is this calculated in the Strategy Analyzer? Under Summary, there is a Total net profit and other values in dollars. How is this converted to percent return for the Sharpe calculation? If it's not converted to percent return, what is the exact calculation?

    The above link shows

    (Profit per Month – risk free Rate of Return) / standard deviation of monthly profits

    It's not clear how the 'Profit per Month' is converted to percent return.

    Could someone explain?

    Thanks much!






    #2
    Please disregard and thank you. I got it

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by CaptainJack, 05-29-2026, 05:09 AM
    0 responses
    163 views
    0 likes
    Last Post CaptainJack  
    Started by CaptainJack, 05-29-2026, 12:02 AM
    0 responses
    82 views
    0 likes
    Last Post CaptainJack  
    Started by charlesugo_1, 05-26-2026, 05:03 PM
    0 responses
    125 views
    0 likes
    Last Post charlesugo_1  
    Started by DannyP96, 05-18-2026, 02:38 PM
    1 response
    206 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by CarlTrading, 05-11-2026, 05:56 AM
    0 responses
    184 views
    0 likes
    Last Post CarlTrading  
    Working...
    X