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Default Quantity & Sharpe Ratio giving unexpected results

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    Default Quantity & Sharpe Ratio giving unexpected results

    Am I wrong in thinking that doubling my Default Quantity from 1 to 2, should double my net profit? If not, I don't understand why the more I add to DefaultQuantity the lower my net profits go.

    Also, my Sharpe Ratio is inordinately high overall compared to my Long and Short side Sharpe Ratios. I understand how this can be possible but just wondering if anyone else thinks this sounds correct:

    Overall: 7.66
    Short: 1.85
    Long: 3.07
    Thanks.

    #2
    Hello,

    Yes, this is correct. Please search online to learn more about the sharp ratio.

    I am sorry, I do not know why you are coming up with lower profits. Could it be commissions? Please send a message to help>mail to support and we will take a look at you log and trace files. Please provide us with information when you email us.
    DenNinjaTrader Customer Service

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      #3
      Thanks for the fast reply Ben!

      I'll do as you suggested first thing in the morning.

      Comment


        #4
        I solved my problem. I had my Stop Loss set at a currency value and it of course was stopping out sooner than expected.

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