Filter Systems

Backtest

Live

Rank
Name
Score
Upload Date
Trading System
Yearly Perf.
Backtest Days
Volatility
Sharpe Ratio
Sortino Ratio
Live Perf.
Live Days
Volatility
Sharpe Ratio
Sortino Ratio
 Rank:
 
charless
 
Q13 contest
3.73
07/26/2019 20:48
Q13-260.py
38.32%
3765
7.39%
5.03
10.23
61.39%
386
9.86%
3.73
7.56
 Rank:
 
charless
 
Q13 contest
3.15
07/26/2019 20:49
Q13-266.py
39.61%
3765
6.62%
5.81
11.69
24.77%
223
9.06%
3.15
6.51
 Rank:
 
charless
 
Q13 contest
3.13
07/26/2019 20:49
Q13-263.py
35.95%
3765
6.56%
5.32
10.32
23.85%
223
8.79%
3.13
5.99
 Rank:
 
Sun73
 
Q14 contest liquid
3.10
12/15/2020 16:26
sun73_q14_v12_3
38.29%
8141
10.83%
3.37
6.10
4.57%
26
18.35%
3.10
5.30
 Rank:
 
Sun73
 
Q14 contest liquid
3.05
12/15/2020 21:41
sun73_q14_v12_6
49.80%
8141
12.97%
3.65
6.71
4.28%
26
17.25%
3.05
5.40
 Rank:
 
Sun73
 
Q14 contest liquid
3.02
12/15/2020 21:48
sun73_q14_v12_8
67.07%
8141
12.77%
4.98
9.62
3.95%
26
15.80%
3.02
5.25
 Rank:
 
Sun73
 
Q14 contest liquid
3.02
12/15/2020 21:49
sun73_q14_v12_10
141.72%
8141
13.18%
10.10
23.62
3.95%
26
15.80%
3.02
5.25
 Rank:
 
Sun73
 
Q14 contest liquid
3.02
12/15/2020 21:40
sun73_q14_v12_5
48.00%
8141
12.82%
3.56
6.48
3.95%
26
15.80%
3.02
5.25
 Rank:
 
Sun73
 
Q14 contest liquid
3.02
12/15/2020 21:48
sun73_q14_v12_9
103.42%
8141
12.87%
7.58
16.19
3.95%
26
15.80%
3.02
5.25
 Rank:
 
Sun73
 
Q14 contest liquid
2.84
12/15/2020 20:33
sun73_q14_v12_4
38.36%
8141
12.86%
2.84
5.00
4.03%
26
16.64%
2.94
5.20
 Rank:
 
dm7
 
Q12 contest
2.74
10/04/2018 03:27
tsq123c4b882ffd58463caf060f38056d872f
53.67%
7468
14.49%
3.57
6.20
27.29%
184
14.36%
2.74
4.53
 Rank:
 
Sun73
 
Q14 contest liquid
2.71
12/15/2020 21:47
sun73_q14_v12_7
55.09%
8141
12.79%
4.09
7.62
3.55%
26
15.56%
2.71
4.63
 Rank:
 
charless
 
Q13 contest
2.62
07/26/2019 20:48
Q13-261.py
26.72%
3767
6.54%
3.97
7.20
37.44%
386
8.84%
2.62
4.71
 Rank:
 
charless
 
Q13 contest
2.59
07/25/2019 23:26
Q13-259.py
28.53%
3763
7.44%
3.73
6.81
42.53%
387
10.06%
2.59
4.65
 Rank:
 
charless
 
Q13 contest
2.56
07/26/2019 20:48
Q13-262.py
36.02%
3764
7.27%
4.81
9.25
25.15%
235
10.66%
2.56
4.90