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Open Feature request MC-636

Sharpe Ratio into optimisation repport

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Description

Hi,
just to say it would be interesting to add the Sharpe Ratio as a factor (like NetProfit, %Profitable, ...) into the optimisation rapports.
Bests,
willygan

Steps to reproduce this issue

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Comments (2)
#0
user-offline.png  Guest (Guest)
Jul 04, 2014 - 00:18

Was this added? I cannot see it in v9 beta 1. Apparently, there are almost only trade-related metrics in the optimization report. No Sharpe or Sortino ratio for example.

#0
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Jul 09, 2014 - 07:08
History
Issue basics
  • Type of issue
    Feature request
  • Category
    Not determined
  • Targeted for
    MultiCharts 8.0 (RELEASED)
  • Status
    Released
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  • Type of bug
    Not triaged
  • Likelihood
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  • Severity
    Normal
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