Originally Posted by Lapsa
actually, I think Ulser Index (and R2) might be borked

Sharpe Ratio definitely was

after Zorro's update - suddenly started working


I've made a template in Google Sheets to calculate/compare certain performance stats, based on 'testtrades.csv'. By doing so I can calculate any metric.
This comes in handy now that I realize that 3 out of 5 profitable models have a slightly negative performance on the short side, about 7% performance drop for my multi asset strategy.

From what I remember from the Wine bug forum, was that JCL discussed the SR differences between Zorro in a Linux/Wine vs a Windows environment. It seems that either JCL and/or the Wine devs resolved this issue. This might had effect on Zorro under Windows as well.

Last edited by Grant; 01/15/22 15:01.