Please add "Ret/DD Per year" to SQX ranking

It seems "Ret/DD Per year" is more general than just Ret/DD.

Because the later depends on the lenght of backtest, but "Ret/DD Per year"is independent of backtest lenght.

When you test an strategy for e.g. 6 years, Ret/DD is e.g. 3.

Then if you extend the test period to 12 years, Ret/DD maybe increase to 6.

But in both cases "Ret/DD Per year"is equal. so it is a better parameter to measur the strategy performance.

Woud be nice if we have it on Build 136 Final!

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08.09.2022 09:17

Task created

12.09.2022 14:38

think somewhere, I've seen someone make some variations of this using the average and maybe also the mean on the discord channel :

17.11.2022 08:50

Voted for this task.

24.09.2023 16:44

Any plan to add it in SQX138?

25.09.2023 17:36

Voted for this task.

Votes: +2