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
 
7.09
05/13/2019 17:42
Q13-038.py
- 72.57%
7525
4.53%
15.69
73.46
3.31%
30
4.61%
7.09
14.39
 Rank:
 
charless
 
6.13
05/14/2019 12:45
Q13-048.py
- 71.65%
7523
4.74%
14.80
63.20
2.59%
24
5.27%
6.13
10.90
 Rank:
 
QuantumCat
 
Q4 contest
5.79
12/30/2015 17:11
NewB7
- 18.43%
5374
3.13%
5.79
13.62
68.18%
889
2.75%
5.79
12.67
 Rank:
 
HP
 
Q5 contest
5.51
03/31/2016 23:58
CheeseCake
- 15.85%
6705
2.84%
5.51
12.00
50.27%
826
2.40%
5.53
12.67
 Rank:
 
QuantumCat
 
Q5 contest
5.43
02/24/2016 19:08
OldSchool
- 20.39%
6680
3.51%
5.72
12.46
73.65%
851
3.28%
5.43
11.94
 Rank:
 
QuantumCat
 
Q4 contest
5.39
12/31/2015 18:21
John
- 15.80%
6643
2.80%
5.58
12.17
55.89%
888
2.49%
5.39
11.97
 Rank:
 
QuantumCat
 
Q4 contest
4.56
12/31/2015 15:51
Lucy
- 13.21%
6643
2.78%
4.69
9.41
51.35%
888
2.74%
4.56
9.10
 Rank:
 
QuantumCat
 
Q4 contest
4.55
12/30/2015 17:28
NewB8
- 13.26%
6642
2.82%
4.63
9.28
51.20%
888
2.74%
4.55
9.08
 Rank:
 
QuantumCat
 
Q5 contest
4.55
02/22/2016 20:02
SgtPepper
- 15.93%
6678
3.20%
4.90
9.70
54.07%
852
3.00%
4.55
9.14
 Rank:
 
QuantumCat
 
Q4 contest
4.54
12/31/2015 23:31
Micheal
- 18.29%
5375
3.33%
5.40
10.81
60.60%
887
3.18%
4.54
8.64
 Rank:
 
HP
 
Q5 contest
4.50
03/31/2016 21:43
Guy
- 12.39%
6705
2.56%
4.78
9.55
37.21%
825
2.26%
4.50
9.15
 Rank:
 
QuantumCat
 
Q4 contest
4.47
12/30/2015 17:47
NewB9
- 12.51%
6642
2.75%
4.48
8.97
51.20%
888
2.74%
4.55
9.08
 Rank:
 
QuantumCat
 
Q4 contest
4.22
12/31/2015 22:16
Ambur
- 15.91%
6643
3.20%
4.90
9.69
55.97%
887
3.19%
4.22
8.13
 Rank:
 
charless
 
3.96
05/12/2019 13:11
Q13-027.py
- 85.77%
7545
4.50%
18.60
86.82
1.68%
30
3.94%
3.96
6.50
 Rank:
 
s_poramet
 
3.81
01/31/2019 01:57
Y Clamp CNR Z Ranger
- 38.37%
7552
9.02%
4.11
7.92
9.23%
101
6.54%
3.81
7.98