K-Ratio of a excellent, good and bad trading system
- Thread starter Daal
- Start date
Not an answer to your question, but here's an interesting comparison of K-Ratio, Sharpe, R-squared, etc. I found a while back: http://qusma.com/2013/09/23/equity-curve-straightness-measures/
K-Ratio is a good performance metric if you can calculate it yourself or your backtester has it built-in already.
K-Ratio is a good performance metric if you can calculate it yourself or your backtester has it built-in already.