Please add "Calmar" and "Sterling" ratios to Performance._Trades.TradesPerformance

[Elliott Wave]

It would be great to have the Sortino, Calmar and Sterling ratios in addition to the Sharpe ratio already included...

[NinjaTrader_Dierk]

Thanks for your suggestion. We'll add it to the list of future considerations.

[Elliott Wave]

Great, I look forward to any additions to this part of the program that are planned for NT7.

I also think Win/Loss ratio, avg losing trade, avg winning trade and a running count of a strategies winning trades and losing trades would be very helpful in judging performance.

Please check out the sample strategy I posted in the file sharing section. It's really such a PITA the do this manually for every strategy and have to unlock the code everytime.

http://www.ninjatrader-support.com/vb/local_links.php?catid=2&sort=d

I can't stress enough how useful I find having the equity plot and other basic strategy performance data integrated with the chart.