I am basically going through live trades and analyzing them after I get 20 trades or so to see how it's doing
My question is, what ratio do you guys use in calculating a system performance? I've been looking into Sharpe ratio and kelly %. What other ratios can I use???????
ps; sharpe is pretty confusing, i dont' even understand it too well
thanks!
My question is, what ratio do you guys use in calculating a system performance? I've been looking into Sharpe ratio and kelly %. What other ratios can I use???????
ps; sharpe is pretty confusing, i dont' even understand it too well
thanks!
Working towards CME membership