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
 
6.71
03/24/2020 20:57
solipsistVelleity
- 19.67%
3912
2.89%
6.66
13.84
2.68%
7
12.94%
15.75
54.02
 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:
 
charless
 
Q13 contest
2.63
07/27/2019 05:18
Q13-286.py
- 24.39%
3764
6.62%
3.58
6.53
6.00%
96
6.36%
2.63
5.10
 Rank:
 
charless
 
Q13 contest
2.61
07/26/2019 20:48
Q13-262.py
- 36.39%
3764
7.04%
5.02
9.69
3.77%
45
9.04%
2.61
4.62
 Rank:
 
dm7
 
Q12 contest
2.43
10/01/2018 06:08
tsq123c4b882ffd58463caf060f38056d872f
- 77.06%
7465
17.04%
4.35
7.99
91.21%
388
21.61%
2.43
4.54
 Rank:
 
charless
 
Q13 contest
2.38
07/26/2019 20:49
Q13-263.py
- 35.62%
3765
6.50%
5.33
10.37
13.12%
177
8.12%
2.38
4.70
 Rank:
 
charless
 
Q13 contest
2.29
07/26/2019 20:48
Q13-260.py
- 28.64%
3765
6.66%
4.18
7.79
12.88%
177
8.29%
2.29
4.10
 Rank:
 
s_poramet
 
Q13 contest
2.19
07/31/2019 08:17
xAll SMA EV 01
- 17.99%
3775
6.59%
2.65
4.64
8.05%
174
5.45%
2.19
4.19
 Rank:
 
charless
 
Q13 contest
2.18
07/26/2019 20:49
Q13-266.py
- 39.22%
3765
6.56%
5.81
11.68
12.82%
177
8.64%
2.18
4.50
 Rank:
 
charless
 
Q13 contest
2.18
07/25/2019 23:26
Q13-259.py
- 28.39%
3763
7.25%
3.81
6.96
14.43%
178
9.72%
2.18
3.79
 Rank:
 
charless
 
Q13 contest
2.17
07/25/2019 23:25
Q13-256.py
- 27.74%
3763
7.84%
3.44
6.38
14.18%
178
9.56%
2.17
4.06
 Rank:
 
s_poramet
 
Q13 contest
2.10
03/10/2019 03:29
Pitbull 20B
- 11.28%
3672
5.21%
2.10
3.59
5.64%
149
4.46%
2.20
3.90
 Rank:
 
charless
 
Q13 contest
2.06
07/25/2019 23:25
Q13-258.py
- 19.11%
3766
6.46%
2.88
5.14
12.69%
178
9.01%
2.06
4.00
 Rank:
 
s_poramet
 
Q13 contest
2.05
07/13/2019 11:39
Cygnet
- 10.28%
3762
4.87%
2.05
3.43
2.33%
105
2.32%
2.47
4.12
 Rank:
 
Sun73
 
Q13 contest
2.04
06/18/2019 14:14
sun73_v5f_rev12
- 59.40%
3744
6.92%
8.31
23.55
13.46%
205
8.26%
2.04
3.98