Deflated Sharpe Ratio
Edge
A Sharpe ratio adjusted for the number of trials and non-normality — guards against an edge that is merely the best of many backtests (multiple-testing bias).
Calculation
Deflated Sharpe Ratio (Bailey/López de Prado); dsr_pass = DSR exceeds the multiple-testing-adjusted threshold.
Unit & source
probability_0_1 · tradingstrategies.work Edge-Library methodology
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.