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Annualized sharpe ratio in strategy backtest
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Hello ssg10,
Thanks for your post.
To clarify, you are wanting to see the Sharpe Ratio per year correct?
In the Strategy Analyzer results on the Periods tab, you can set the Period to Annual. Then look for the SR (Sharpe Ratio) column to see the Sharpe Ratio for that year.Chelsea B.NinjaTrader Customer Service
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