ReferencesStrategyTradeCollectionTradesPerformance

SharpeRatio

View as Markdown

Definition

Returns the Sharpe ratio using a risk free return.

Property Value

A double value that represents the Sharpe ratio using a risk free return.

Syntax

\<tradecollection\>.TradesPerformance.SharpeRatio

Examples

protected override void OnBarUpdate()
{
     // Set a 0% risk free return
     SystemPerformance.AllTrades.TradesPerformance.RiskFreeReturn = 0;
     // Print out the Sharpe ratio of all trades based on a zero risk free return
     Print("Sharpe ratio is: " + SystemPerformance.AllTrades.TradesPerformance.SharpeRatio);
}