They’re both called the long/short ratio, but they’re calculated differently and mean different things. $STRK Market-wide account long/short ratio: 0.68
This is calculated by counting accounts, so it shows which side retail traders are on.
When both measures point to the same conclusion, the signal carries more weight. When they differ, the positions-based measure, which reflects larger traders, is often given more weight. Which direction do you favor?

#STRK

Just my personal opinion—please consider it rationally.