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I don't see any good definitions for the metrics below. I am familiar of course with Sharpe, and Ulcer Index. I'm finding it a bit hard to reconcile the differences. How would you reconcile a backtest that has a max draw down % that is smaller than it's profit %, a low ulcer index, a high Sharpe, but a very low k ratio (< .05)?
Ulcer Index in my mind is one of the best metrics outside of a much deeper quantitative treatment of things. Thoughts?
CAR/MDD ?
RAR/MDD ?
Payoff Ratio ?
Standard Error ?
RRR ?
Recovery Factor ?
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