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v2.1 — Sharpe/Sortino/Calmar + Validation

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@Boschi404 Boschi404 released this 02 Aug 19:04
· 1 commit to master since this release

v2.1 — Risk Metrics Done Right

New: get_risk_metrics tool (37th)

  • Sharpe Ratio — properly annualized using trading frequency, risk-free rate subtracted
  • Sortino Ratio — downside-only volatility, penalizes negative returns
  • Calmar Ratio — annualized return / max drawdown

Validation Checks

Every metric comes with sanity checks:

  • Sharpe > 10? → WARNING: suspiciously high
  • Sortino >> Sharpe? → CHECK: positive skew verified
  • Profit Factor > 100? → WARNING: likely look-ahead bias
  • Win Rate > 95%? → WARNING: survivorship bias
  • Output: GOOD / SUSPICIOUS / UNRELIABLE

Pipeline Integration

  • Monte Carlo phase now computes all risk metrics
  • Report shows Sharpe/Sortino/Calmar with colored indicators
  • Validation warnings displayed in report