#12 Back testing statistics needed - SR,Sortino,Max DD,,S/R

Alpha
open
msperlin
Strategist (6)
6
2007-07-03
2007-04-23
Pranas
No

http://www.investopedia.com/terms/s/sharperatio.asp
http://www.investopedia.com/terms/s/sortinoratio.asp
MaxDD
S/R = standart deviation per trade/ average return per trade%

Similar Projects: Wealth-Lab Developer

Discussion

  • Pranas

    Pranas - 2007-07-03
    • assigned_to: nobody --> msperlin
     
  • Pranas

    Pranas - 2007-07-21

    Logged In: YES
    user_id=630863
    Originator: YES

    Please put source files to SVN (exception for non zipped documentation) and not Zip. Binaries and compressed files provided as releases.

    Thank you! Good work!

     

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