Filter Systems

Backtest

Live

Rank
Name
Score
Upload Date
Trading System
Investment Yearly Perf.
Backtest Days
Volatility
Sharpe Ratio
Sortino Ratio
Live Perf.
Live Days
Volatility
Sharpe Ratio
Sortino Ratio
 Rank:
 
Timeroot
 
Q7 contest
4.44
12/31/2016 19:04
MetamorphicSquirt
- 25.76%
6897
5.72%
4.44
9.68
3.08%
56
2.79%
5.35
11.97
 Rank:
 
Timeroot
 
Q7 contest
4.01
12/31/2016 19:03
MetamorphicBlast
- 31.88%
6897
6.45%
4.87
10.69
2.49%
56
2.97%
4.01
9.27
 Rank:
 
janchatko
 
Q7 contest
3.57
12/31/2016 19:27
sleepy
- 17.54%
6924
4.83%
3.57
7.20
1.78%
33
3.42%
4.37
10.09
 Rank:
 
DrKodiak
 
Q7 contest
3.20
12/31/2016 23:02
GABA
- 358.40%
6816
31.11%
11.50
25.28
12.86%
56
23.14%
3.20
6.75
 Rank:
 
Jenia
 
Q7 contest
3.10
12/25/2016 23:41
Sphere
- 21.26%
6893
6.74%
3.11
6.00
4.25%
60
4.17%
4.66
9.31
 Rank:
 
Evolution71
 
Q8 contest
2.90
03/12/2017 09:47
Information
- 7.83%
6971
2.65%
2.91
5.54
0.35%
9
1.44%
8.05
21.29
 Rank:
 
DrKodiak
 
Q6 contest
2.78
07/24/2016 10:45
AlphaLeonis
- 245.05%
6704
28.23%
8.66
17.59
33.26%
168
19.50%
2.78
5.38
 Rank:
 
danielkscarmo
 
Q7 contest
2.65
12/29/2016 10:41
qaqee702b
- 9.30%
6912
3.46%
2.65
5.17
1.98%
58
3.28%
2.77
6.01
 Rank:
 
durasm
 
Q7 contest
2.35
12/08/2016 07:08
MI_single_wght
- 32.37%
6881
13.55%
2.36
4.87
6.61%
73
9.53%
2.63
5.33
 Rank:
 
Evolution71
 
Q8 contest
2.28
03/11/2017 07:40
InformationRatio
- 7.37%
6971
3.18%
2.28
4.23
0.42%
9
1.23%
11.61
76.20
 Rank:
 
DrKodiak
 
Q5 contest
2.22
03/31/2016 17:53
SharpBayes
- 192.69%
6639
33.42%
5.74
11.78
71.10%
249
32.70%
2.22
4.20
 Rank:
 
Evolution71
 
Q8 contest
2.19
03/13/2017 01:58
CER
- 14.75%
6972
6.60%
2.20
4.05
1.45%
9
4.49%
12.76
44.94
 Rank:
 
Evolution71
 
Q8 contest
2.19
03/13/2017 01:46
Ratio
- 14.58%
6972
6.53%
2.19
4.04
1.38%
9
4.97%
10.87
34.20
 Rank:
 
DrKodiak
 
Q7 contest
2.16
12/30/2016 22:38
Californium
- 310.85%
6806
32.30%
9.63
21.34
11.36%
57
28.89%
2.16
4.07
 Rank:
 
Evolution71
 
Q8 contest
1.94
03/17/2017 09:57
TwoLayers_RiskAverse
- 15.39%
6976
7.78%
1.94
3.50
0.39%
5
7.24%
3.86
8.72