Sharpe ratio settings

Hi, what are people using for their Sharpe ratio settings in the backtester? Are the default ones out of date now?

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Sharpe Ratio = ( Return of the Investment - Risk Free Rate ) / Standard Deviation of the Investment

Using CBT (also a PPT), any custom trade/portfolio metric(s) can be procured.

Thanks, but I dont think my OP was clear - I meant what values in the backtester settings arrowed?

The risk free rate and UPI.

I don't think changing these defaults makes sense, as it would make Sharpe ratios obtained from previous backtest runs uncomparable. You would rather look for improvement (change) in Sharpe ratio rather than any fixed value.

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