Yes. TradingView Strategy Report includes the Sharpe ratio as a risk-adjusted performance metric. The strategy's risk-free rate defaults to 2% annually unless the Pine code specifies another value.
What you may be seeing
- You want to find Sharpe ratio in a TradingView backtest
- You are comparing risk-adjusted strategy results
- You want to know why a Sharpe value changes after changing strategy assumptions
Most likely causes
- Sharpe is part of Strategy Report rather than a normal chart indicator readout
- The ratio depends on the strategy's return series and risk-free-rate assumption
- Changing the strategy, test range, or risk-free-rate input can change the result
Try this first
- Add a valid strategy to the chart and open Strategy Report
- Open the report's risk-adjusted performance information
- Locate the Sharpe ratio
- If you control the Pine code, review the risk_free_rate value in strategy() before comparing results
If that didn’t fix it
- Review Sortino ratio alongside Sharpe rather than using one metric alone
- Compare the equity curve, drawdown, trade count, and profit factor before judging a strategy from Sharpe alone
Verify the fix
The Strategy Report displays a Sharpe ratio for a strategy with enough data, and you understand which risk-free-rate assumption the calculation uses.
Why this happens
Yes. TradingView includes the Sharpe ratio in Strategy Report as a risk-adjusted performance metric. The current report includes Sharpe and Sortino information in its risk-adjusted performance area.
TradingView’s strategy calculation uses a risk-free rate when calculating Sharpe. The default risk-free rate is 2% annually unless the Pine strategy sets another value with the risk_free_rate parameter in strategy().