Finance, Cryptocurrency, Trading, Algorithmic Trading, Blockchain.
market price) * active position = (0.99 — 1.02) * 7 = -0.21 total PnL = realized PnL + unrealized PnL = 0.32 — 0.21 = 0.11 You can read more about PnL on BitMex. Sharpe Ratio Sharpe Ratios put your strategy’s performance into the larger context of how much risk (or volatility) that you took to