Fidelity Investments States my SEP IRA which uses the 3x version of my ETF Pairs Arb is annualizing 71.79% in the 5 year period with a 1.52 Sharpe Ratio 1.89 Beta Standard Deviation of 46.38, and unless Tradator states these particular statistics we know such a number as beyond 2 is impossible if properly accounted for.
What is your Sharpe?
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I hope you were joking. Sharpes higher than 2 are difficult but definitely exist in professional circles. I am not vouching for Tradator, but much higher sharpe strategies exist for limited capacity. Market making strategies commonly have sharpes over 10. The best quant funds such as Renaissance Medallion and Millennium are able to achieve sharpe 3+ on multi-billion AUM.
A 20:1 HFT is not part of a sharpe ratio calculation as returns are pay for play limited to some arbitrary halvsie or as such, essentially limited due to a leverage by the exchange.
No idea what you mean by pay for play or "halvsie", but the sharpe ratio metric is independent of the volatility you set the strategy to.
EDIT: going through your post history, I just realized that I've been trolled by a spambot
Just keen to follow up, how's your sharpe since 2016?
I haven't calculated it recently, but I suspect it has gone down a lot, since I had a good drawdown last year that lasted 5 months peak to peak. I had no losing months in 2017 and 2018, 2 in 2019 and 1 this year. 2018 was my best year but I may top it this year. I am slowly moving from intraday capacity constrained liquidity providing to more long term fundamental/curve plays. My sharpe should drop as my long-term trading takes the driver seat( but my income should go up as capacity is pretty high ...).
Sounds impressive. Are you doing discretionary or systematic trading?
2:30 is completely unrealistic. Try again.