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Annual profit/drawdown ratio

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    Annual profit/drawdown ratio

    In the optimizer or walk forward optimization we can choose the following "optimize on...":

    max % profitable
    max avg profit
    max net profit
    max profit favtor
    max winn/loss ratio
    min drawdown

    But the most important variable is the "annual profit/drawdown ratio" or "sharpe ratio".
    But the sharpe ratio is more difficult to calculate.

    For this I want that Ninja trader 7 include the "annual profit/drawdown ratio"

    Can Ninja trader 7 include this "optimize on..." annual profit/drawdown ratio??

    #2
    Hello ploxx,

    Thank you for your post.

    I will forward this on to our development team for further consideration.

    Please let me know if I may be of further assistance.
    KyleNinjaTrader Customer Service

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