Objective: sharpe ratio
Forge API 1
The mean return per bar of in-sample equity divided by its standard deviation, annualised.
The mean return per bar of in-sample equity divided by its standard deviation, annualised.
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The mean return per bar of in-sample equity divided by its standard deviation, annualised.
The mean return per bar of in-sample equity divided by its standard deviation, annualised.
Was this page helpful?