Now, something that stands out is the very low Sharpe ratio of 0.55. Quite frankly, I have tested and traded various strategies over the years and most of them had an SR of 1.2 or higher. However I don't think any of them are as consistent as this little bugger.
So my question is this: Is this a bad strategy because of this low SR which is perhaps caused by the high number of trades (16) it places a day? I just can't correlate this beautiful profit graph with such a low rating.
Or in other words - would YOU run this strategy live?
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