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ranking parameters meaning in relation to strategy or portdolio in SQ

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5 years ago #250172

I need to know what is the meaning of the ranking parameters in sq in relation to strategy or portfolio!

i find some of them in PDF s but overall i didnt find any determination for all of them so i search and find some of them but the definition was not related to some items

for example ZScore , i undrestand what is it ,but the number in strategy result is related to what index of distribution?

also Rsquared is related to INDEX but what is our index in the forex?

please help to undrestand what is the statistical result of the strategy in SQ and each one related to what?

some of them are:

sharpe ratio

Nsymmetry

payout ratio

zprobability

standard deviation &…..

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