Sharpe vs Sortino — which is better?
Sharpe penalizes upside. Sortino doesn't.
When Sortino matters
For strategies with positive skew (trend-following), Sortino is more honest.
Smartbull use
Both reported on /admin/oos-folds and /lab → B2.
See it in the live engine:
Related
What is walk-forward validation in crypto trading?What is a drawdown brake?What is the Sharpe ratio?What is non-custodial crypto trading?What is a meta-portfolio strategy?What is VPIN order-flow toxicity?What is funding-rate carry?What is TWAP execution?What is a market regime classifier?How should you size crypto positions?