Forex Robot EasySortino ratio
The Sortino ratio is like the Sharpe ratio but penalizes only downside volatility (negative returns) rather than all volatility. Better suited to evaluating strategies with asymmetric return profiles.
The Sortino ratio is like the Sharpe ratio but penalizes only downside volatility (negative returns) rather than all volatility. Better suited to evaluating strategies with asymmetric return profiles.