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Use log returns for Sharpe and Sortino - #136

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ferranbt wants to merge 1 commit into
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fix-sharpe-indicator
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Use log returns for Sharpe and Sortino#136
ferranbt wants to merge 1 commit into
mainfrom
fix-sharpe-indicator

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@ferranbt

@ferranbt ferranbt commented Aug 6, 2026

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@ferranbt ferranbt closed this Aug 6, 2026
@ferranbt

ferranbt commented Aug 6, 2026

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Closing this since the consistent way in Pinescript is to do it with arithmetic sums.

@codspeed-hq

codspeed-hq Bot commented Aug 6, 2026

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Merging this PR will not alter performance

✅ 74 untouched benchmarks


Comparing fix-sharpe-indicator (f2d9aea) with main (9f3fd46)1

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Footnotes

  1. No successful run was found on main (c901a09) during the generation of this report, so 9f3fd46 was used instead as the comparison base. There might be some changes unrelated to this pull request in this report.

@ferranbt
ferranbt deleted the fix-sharpe-indicator branch August 9, 2026 15:25
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