Deflated Sharpe
Forge API 1
The chance the Sharpe is real after allowing for how many settings were tried. A raw Sharpe does not know that.
the probability that the setting's Sharpe is above zero once it is deflated for the number of settings tried and for the skew and kurtosis of its returns
Annualised: Per-bar returns are scaled to a year by the bars the data contains in a year, measured from the bar times.
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