I see many people talking about ROI, drawdown, risk-reward and win rates when evaluating their trading/a strategy/system, but I rarely see people talk about Sharpe ratio…why?
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mixture of reasons, i think …
in futures forums, one sees plenty of discussion of it, it’s only spot forex traders who don’t discuss it much, i think?
i imagine a big part of the reason is that most spot forex traders have learned to trade from online sources, forums, websites, broker (mis)“information”, people self-promoting and selling stuff, and have never read any risk-management books like Ralph Vince’s - most have never even read Michael Harris
things like this tend gradually to become self-perpetuating in the sense that what’s outside the collective “group vocabulary and exposure” maybe tends to stay that way? i may be wrong, but that’s my impression, anyway
having said all that, i’ll admit that in my own periods of independent/retail trading, i.e. when wholly responsible for my own risk-management, i’ve found “profit factor” just as useful to be as Sharpe ratio - so maybe i’m part of the “problem” (if it is a problem!) rather than part of the “solution”! 
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I don’t think I’ve heard much about this! 
But, I’d definitely love to learn a bit more about it? I’m not even sure this was discussed in the school here. If you don’t mind, can you share how you’re using this for your trading system? 