Compare

System comparison dashboard

Compare strategies across return, drawdown, Sharpe, recovery, exposure, and overall balance.

Systems 33
Best CAGR NQSystem2 64.97%
Lowest DD NQSystem1 -9.22%
Balanced Leader QQQVA Score 61

Risk / Return Map

Higher return, lower drawdown is better

Metric Leaders

Focused comparison views

All Systems

Compact scorecards

QQQVA 61
CAGR
52.47%
Sharpe
3.82
Max DD
-19.72%
PF
1.55
Exposure
23.51%
Trades
3073
QQQVA1 60
CAGR
52.64%
Sharpe
3.94
Max DD
-16.38%
PF
1.50
Exposure
22.92%
Trades
3262
QQQSBF 54
CAGR
28.04%
Sharpe
5.45
Max DD
-13.91%
PF
1.69
Exposure
8.10%
Trades
1225
NQNMLong2 52
CAGR
27.43%
Sharpe
4.86
Max DD
-12.03%
PF
1.58
Exposure
12.18%
Trades
2291
NQSystem1 51
CAGR
12.84%
Sharpe
5.14
Max DD
-9.22%
PF
1.66
Exposure
6.78%
Trades
1393
E-Positional 50
CAGR
62.65%
Sharpe
1.78
Max DD
-27.64%
PF
1.57
Exposure
43.04%
Trades
2401
NQSystem2 50
CAGR
64.97%
Sharpe
2.98
Max DD
-24.53%
PF
1.26
Exposure
31.34%
Trades
4567
NQSIBDay 48
CAGR
17.68%
Sharpe
3.91
Max DD
-11.97%
PF
1.64
Exposure
9.16%
Trades
549
NQSIB 47
CAGR
29.73%
Sharpe
4.00
Max DD
-20.17%
PF
1.84
Exposure
11.71%
Trades
450
QQH 47
CAGR
31.03%
Sharpe
1.61
Max DD
-25.24%
PF
2.24
Exposure
29.82%
Trades
637
TQ2A 47
CAGR
23.05%
Sharpe
4.22
Max DD
-13.04%
PF
1.55
Exposure
12.26%
Trades
2206
NQBuyStop 46
CAGR
38.35%
Sharpe
3.81
Max DD
-17.44%
PF
1.38
Exposure
17.24%
Trades
2581
NQEOD 46
CAGR
23.70%
Sharpe
9.88
Max DD
-24.35%
PF
1.42
Exposure
0.77%
Trades
2325
QNHL1 46
CAGR
21.41%
Sharpe
5.25
Max DD
-18.27%
PF
1.77
Exposure
7.72%
Trades
1466
QIntradayExpansion 44
CAGR
21.24%
Sharpe
3.91
Max DD
-14.54%
PF
1.59
Exposure
12.27%
Trades
1605
VMR 44
CAGR
45.28%
Sharpe
3.97
Max DD
-25.13%
PF
1.43
Exposure
19.00%
Trades
3755
QNHL2 44
CAGR
29.60%
Sharpe
3.62
Max DD
-20.35%
PF
1.56
Exposure
15.00%
Trades
1442
NQLongShort 44
CAGR
60.17%
Sharpe
2.85
Max DD
-26.93%
PF
1.22
Exposure
30.21%
Trades
4743
NQNMISLV4 44
CAGR
23.50%
Sharpe
4.53
Max DD
-16.27%
PF
1.56
Exposure
11.68%
Trades
1479
TQ1A 43
CAGR
22.19%
Sharpe
3.81
Max DD
-16.16%
PF
1.54
Exposure
13.06%
Trades
1953
NQTDayTrade 40
CAGR
20.16%
Sharpe
4.71
Max DD
-15.79%
PF
1.42
Exposure
3.51%
Trades
1273
NQTDay 38
CAGR
18.99%
Sharpe
4.26
Max DD
-17.22%
PF
1.47
Exposure
9.17%
Trades
1215
NQSimple 37
CAGR
23.20%
Sharpe
3.39
Max DD
-19.61%
PF
1.36
Exposure
13.23%
Trades
3246
E-Day-Trading 37
CAGR
52.37%
Sharpe
1.98
Max DD
-27.54%
PF
1.18
Exposure
40.09%
Trades
7919
ShortQ 35
CAGR
20.38%
Sharpe
4.24
Max DD
-18.57%
PF
1.27
Exposure
7.22%
Trades
1981
NQSIB1 35
CAGR
22.70%
Sharpe
3.70
Max DD
-20.46%
PF
1.42
Exposure
13.41%
Trades
1588
NQNMLong1 34
CAGR
31.07%
Sharpe
3.04
Max DD
-23.31%
PF
1.36
Exposure
20.29%
Trades
3851
QQQVN 34
CAGR
28.88%
Sharpe
3.15
Max DD
-23.98%
PF
1.46
Exposure
17.24%
Trades
1897
MQPositional 34
CAGR
40.82%
Sharpe
2.19
Max DD
-29.80%
PF
1.58
Exposure
26.04%
Trades
2079
NQNMLong3 31
CAGR
19.15%
Sharpe
4.32
Max DD
-25.50%
PF
1.45
Exposure
10.06%
Trades
2080
TQ3A 31
CAGR
20.33%
Sharpe
3.56
Max DD
-25.20%
PF
1.47
Exposure
11.57%
Trades
2070
MNShort 14
CAGR
5.92%
Sharpe
2.23
Max DD
-24.14%
PF
1.24
Exposure
5.53%
Trades
338
QBB 9
CAGR
21.30%
Sharpe
1.27
Max DD
-37.45%
PF
1.22
Exposure
26.26%
Trades
1377