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Metrics

analyzing profit factor - why 2.1 isn't good enough
·635 words
Trading Performance Trading Metrics Analysis
been tracking profit factor for 2 months. current: 2.1 sounds good. but it’s not good enough. what is profit factor # profit factor = gross wins / gross losses
week 3 performance: sharpe 2.1 actual vs 1.64 backtest
·611 words
Performance Analysis Performance Metrics Sharpe-Ratio Validation
three weeks live = enough data for initial validation # march 15 - march 30 (15 trading days)