Reality Check for this strategy with -99% Z-score
15 replies
fiverr
8 years ago #114481
Hi,
Please let me know your thoughts on this strategy report. How is the sharpe ratio calculated? Is it daily, weekly, monthly? Is the profit factor acceptable? I read some places where 1.5 is good while I read other places pf>1.25 is good enough.
Is this strategy too good to be true? Can someone help poke holes in this report? Constructive feedbacks are greatly appreciated.