Hello,
I'm running a paper trade contest algo since 2015-01-26.
When clicking on this algo it shows:
30.83%
Returns
$30,830.42
Dollar P/L
0.90
Sharpe
$130,982.76
Long Exposure
$0.00
Short Exposure
($152.34)
Available Cash
I think it could be a good idea to display annualized metrics
(at least Returns)
Kind regards
Related post:
https://www.quantopian.com/posts/annualizing-a-sharpe-vs-sortino-ratio