NexusFi: Find Your Edge


Home Menu

 





Sharpe ratio intra-day


Discussion in Traders Hideout

Updated
    1. trending_up 1,520 views
    2. thumb_up 0 thanks given
    3. group 3 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
soacm
Bucharest, Romania
 
Posts: 71 since Mar 2022
Thanks Given: 38
Thanks Received: 22

How important is the Sharpe ratio for intraday strategies? Does anyone use it for the evaluation of the strategy? Thank you.


Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Sundays Verdict: Lebanon Locked at 99.85% as Iran June 7 …
Prediction Markets & Event Contracts
Hormuz Normalization Collapses to 19.5% -- Iran Regime F …
Prediction Markets & Event Contracts
Rubios Good News Within Hours and the 30-Day Math: Why H …
Prediction Markets & Event Contracts
CFTC Rewrites the Rulebook -- Kalshi Cracks $1B Non-Spor …
Prediction Markets & Event Contracts
CME Group Fee Schedule Changes Hit All Four Exchanges -- …
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Sober Journey With S&P
23 thanks
2026 Jlab journal
10 thanks
Algo automated / semi-automated trading anyone?
6 thanks
Lady Vols Primer: Trading Volatility Journal
6 thanks
Trying to learn Volume and price action correlation
5 thanks
  #2 (permalink)
 
leezus's Avatar
 leezus 
Manhattan, KS
 
Experience: Intermediate
Platform: NinjaTrader
Broker: CQG
Trading: NQ, ES, YM, TN, CL
Posts: 4 since Jan 2022
Thanks Given: 49
Thanks Received: 4

As with all things. It depends on your system. Personally, I am working on automated scalping strategies (typically only holding 1-2 bars on any timeframe I'm trading). I do pay attention to it and target a 1 in backtesting but I value my profit factor much more, I've found I can be under a 1 on Sharpe and very profitable still day trading but the higher the Sharpe ratio in my backtests the less painful the drawdowns are in real time typically (for me).


Reply With Quote




Last Updated on September 30, 2022


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts