04-15-2018, 07:50 AM
A higher sharpe ratio is preferrable however you do also got other metrics (that Gekko doesn't output currently) like win% (amount of trades that was a win) and what the average win and loose was etc. There's also alternate methods of measuring risk such as Sortino Ratio.
But since you do not got that data and only sharpe try using things that at least backtest over 0.
In the regular markets i wouldn't touch anything that had a sharpe below 1. Do note that crypto is insanely volatile though so getting over 1 in sharpe is a lot harder.
But since you do not got that data and only sharpe try using things that at least backtest over 0.
In the regular markets i wouldn't touch anything that had a sharpe below 1. Do note that crypto is insanely volatile though so getting over 1 in sharpe is a lot harder.