Sortino Ratio always 0

[NinjaTrader_PatrickH]

Hello ShatteredX,

Thank you for your patience.

Can you attach the Strategy Analyzer Log for the run of the SampleMaCrossover in your screenshot?

You will find the Strategy Analyzer Logs under Documents\NinjaTrader 8\strategyanalyzerlogs.

I look forward to your response.

[ShatteredX]

I have attached the file as a zip.

Thank you.

[NinjaTrader_PatrickH]

Hello ShatteredX,

Thank you for your patience.

We have a new release for NinjaTrader 8 that has updates concerning the Sharpe and Sortino Ratio performance statistics. You can review the Release Notes at the following link: https://ninjatrader.com/support/help...s/8_0_11_0.htm

You can download Release 11 of NinjaTrader 8 from the following link: https://ninjatrader.com/PlatformDirect

Please let me know if you have any questions.

[ShatteredX]

Hi PatrickH,

I have done a few backtests on this new version and the Sortino ratio looks much more realistic now. I appreciate that you and the NT team have addressed this, thank you.