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!
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