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:
 
charless
 
Q13 contest
3.67
07/25/2019 23:26
Q13-259.py
- 28.69%
3763
7.12%
3.92
7.21
9.74%
100
7.27%
3.67
6.96
 Rank:
 
s_poramet
 
Q13 contest
3.24
07/30/2019 03:25
xAll Duo 01
- 24.16%
3774
7.25%
3.23
5.93
4.50%
84
4.19%
3.42
6.33
 Rank:
 
charless
 
Q13 contest
3.01
07/28/2019 04:03
Q13-310.py
- 23.44%
3764
7.54%
3.03
5.40
8.44%
98
7.64%
3.07
5.46
 Rank:
 
Sun73
 
2.94
11/25/2019 05:07
sun73_v7b_s3v5c2a5b_rev9b
- 18.07%
7765
5.93%
2.95
5.43
2.47%
14
7.63%
7.92
24.91
 Rank:
 
dm7
 
Q12 contest
2.92
10/01/2018 06:08
tsq123c4b882ffd58463caf060f38056d872f
- 76.91%
7465
16.71%
4.43
8.10
56.59%
310
15.10%
2.92
4.94
 Rank:
 
Sun73
 
2.91
11/25/2019 05:07
sun73_v7b_s3v5c2a5b_rev10b
- 18.28%
7765
6.05%
2.93
5.31
2.72%
14
7.00%
9.73
31.52
 Rank:
 
Sun73
 
2.90
11/25/2019 05:07
sun73_v7b_s3v5c2a5b_rev8b
- 17.87%
7765
5.95%
2.91
5.35
2.68%
13
8.55%
8.68
28.17
 Rank:
 
Sun73
 
2.84
11/27/2019 06:47
sun73_mix_v5av5fv7b_7
- 17.79%
7767
6.05%
2.85
5.30
1.78%
12
7.76%
6.41
22.60
 Rank:
 
Sun73
 
2.83
11/27/2019 06:47
sun73_mix_v5av5fv7b_8
- 17.80%
7767
6.07%
2.84
5.28
1.59%
11
8.27%
5.89
20.71
 Rank:
 
Sun73
 
2.83
11/27/2019 06:48
sun73_mix_v5av5fv7b_9
- 17.79%
7767
6.07%
2.84
5.27
1.67%
12
7.85%
5.88
20.29
 Rank:
 
Sun73
 
2.83
11/27/2019 06:48
sun73_mix_v5av5fv7b_10
- 17.79%
7767
6.07%
2.84
5.27
1.67%
12
7.85%
5.88
20.29
 Rank:
 
Sun73
 
2.82
11/27/2019 06:46
sun73_mix_v5av5fv7b_5
- 16.96%
7767
5.83%
2.82
5.19
0.92%
11
6.48%
3.99
12.59
 Rank:
 
charless
 
Q13 contest
2.82
07/25/2019 23:25
Q13-256.py
- 21.38%
3763
7.33%
2.84
4.92
9.84%
101
7.46%
3.57
6.60
 Rank:
 
Sun73
 
2.81
11/27/2019 06:47
sun73_mix_v5av5fv7b_6
- 17.36%
7767
5.98%
2.81
5.21
1.57%
12
7.13%
6.02
18.79
 Rank:
 
Sun73
 
2.80
11/25/2019 05:04
sun73_v7b_s3v5c2a5b_rev1b
- 17.54%
7765
6.04%
2.81
5.13
3.39%
14
9.57%
9.51
30.91