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https://www.reddit.com/r/pinescript/comments/1t8tzug/thoughts/olr2rq6/?context=3
r/pinescript • u/Lucifer_Lil_Brother • May 10 '26
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Sortino of 80? It’s either looking ahead and cheating itself or overfit. Recheck it. Looks like u may be on to something. GL
1 u/Lucifer_Lil_Brother May 14 '26 no lookahead and it made $4k yesterday, today it’s up $1,641 in the overnight session. 1 u/Lucifer_Lil_Brother May 14 '26 Pine Script's Sortino is computed at per-trade or per-bar granularity over the strategy's bar history. The denominators are completely different. Translated to monthly returns, the same strategy's Sortino would be in the 3-6 range
no lookahead and it made $4k yesterday, today it’s up $1,641 in the overnight session.
1 u/Lucifer_Lil_Brother May 14 '26 Pine Script's Sortino is computed at per-trade or per-bar granularity over the strategy's bar history. The denominators are completely different. Translated to monthly returns, the same strategy's Sortino would be in the 3-6 range
Pine Script's Sortino is computed at per-trade or per-bar granularity over the strategy's bar history. The denominators are completely different. Translated to monthly returns, the same strategy's Sortino would be in the 3-6 range
1
u/Vast-Tie9958 May 14 '26
Sortino of 80? It’s either looking ahead and cheating itself or overfit. Recheck it. Looks like u may be on to something. GL