Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Annual profit/drawdown ratio

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

    Annual profit/drawdown ratio

    In the optimizer or walk forward optimization we can choose the following "optimize on...":

    max % profitable
    max avg profit
    max net profit
    max profit favtor
    max winn/loss ratio
    min drawdown

    But the most important variable is the "annual profit/drawdown ratio" or "sharpe ratio".
    But the sharpe ratio is more difficult to calculate.

    For this I want that Ninja trader 7 include the "annual profit/drawdown ratio"

    Can Ninja trader 7 include this "optimize on..." annual profit/drawdown ratio??

    #2
    Hello ploxx,

    Thank you for your post.

    I will forward this on to our development team for further consideration.

    Please let me know if I may be of further assistance.
    KyleNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Fran888, 02-16-2024, 10:48 AM
    3 responses
    44 views
    0 likes
    Last Post Sam2515
    by Sam2515
     
    Started by martin70, 03-24-2023, 04:58 AM
    15 responses
    114 views
    0 likes
    Last Post NinjaTrader_Jesse  
    Started by The_Sec, Today, 02:29 PM
    1 response
    7 views
    0 likes
    Last Post NinjaTrader_Jesse  
    Started by jeronymite, 04-12-2024, 04:26 PM
    2 responses
    31 views
    0 likes
    Last Post NinjaTrader_BrandonH  
    Started by Mindset, 05-06-2023, 09:03 PM
    10 responses
    265 views
    0 likes
    Last Post NinjaTrader_BrandonH  
    Working...
    X