sharpe ratio calculation for intraday futs sys?

Discussion in 'Strategy Building' started by scriabinop23, Jan 17, 2008.

  1. i have a system i'm designing and would like to know what a desireable sharpe ratio is considering:

    I only get a .6 sharpe ratio from the software (ninjatrader)

    any ideas if this is good with a great drawdown to return ratio?