Compare
System comparison dashboard
Compare strategies across return, drawdown, Sharpe, recovery, exposure, and overall balance.
Risk / Return Map
Higher return, lower drawdown is better
CAGR Max drawdown Preferred zone E-Day-Trading CAGR 49.99% · DD -27.40% E-Positional CAGR 57.45% · DD -22.53% MNShort CAGR 2.78% · DD -23.98% NQBuyStop CAGR 37.43% · DD -17.65% NQEOD CAGR 24.37% · DD -24.26% NQLongShort CAGR 59.15% · DD -26.98% NQNMLong1 CAGR 33.53% · DD -21.11% NQNMLong2 CAGR 29.99% · DD -13.16% NQNMLong3 CAGR 18.35% · DD -27.43% NQNMISLV4 CAGR 22.16% · DD -12.95% NQNMLS CAGR 38.84% · DD -21.98% NQSimple CAGR 24.95% · DD -17.04% NQSIB CAGR 29.77% · DD -18.06% NQSIB1 CAGR 21.58% · DD -20.61% NQSIBDay CAGR 16.51% · DD -12.09% NQSystem1 CAGR 12.39% · DD -9.35% NQSystem2 CAGR 61.62% · DD -26.01% NQTDay CAGR 18.45% · DD -17.23% NQTDayTrade CAGR 19.95% · DD -15.79% QNML15M CAGR 26.29% · DD -8.63% QNT4LS_NQ CAGR 56.31% · DD -20.08% QBB CAGR 21.70% · DD -37.45% QQH CAGR 29.27% · DD -25.96% QIntradayExpansion CAGR 21.27% · DD -14.54% MQPositional CAGR 38.80% · DD -29.80% QNHL2 CAGR 29.22% · DD -20.35% TQ1A CAGR 22.05% · DD -16.16% TQ2A CAGR 22.77% · DD -13.04% TQ3A CAGR 19.87% · DD -25.20% QNHL1 CAGR 21.30% · DD -18.27% QQQVN CAGR 28.89% · DD -23.98% QQQSBF CAGR 26.47% · DD -13.47% QQQVA CAGR 51.07% · DD -16.57% QQQVA1 CAGR 48.93% · DD -15.77% ShortQ CAGR 19.92% · DD -18.70% VMR CAGR 45.02% · DD -25.13%
Metric Leaders
Focused comparison views
Highest CAGR
NQSystem2 CAGR
61.62% NQLongShort CAGR
59.15% E-Positional CAGR
57.45% QNT4LS_NQ CAGR
56.31% QQQVA CAGR
51.07% E-Day-Trading CAGR
49.99% QQQVA1 CAGR
48.93% VMR CAGR
45.02% Best Sharpe
NQEOD Sharpe
10.03 NQNMLong2 Sharpe
5.33 QQQSBF Sharpe
5.29 QNHL1 Sharpe
5.22 NQSystem1 Sharpe
5.02 QNML15M Sharpe
4.80 NQTDayTrade Sharpe
4.65 NQNMISLV4 Sharpe
4.45 Lowest Drawdown
QNML15M Max DD
-8.63% NQSystem1 Max DD
-9.35% NQSIBDay Max DD
-12.09% NQNMISLV4 Max DD
-12.95% TQ2A Max DD
-13.04% NQNMLong2 Max DD
-13.16% QQQSBF Max DD
-13.47% QIntradayExpansion Max DD
-14.54% Best Recovery
QNML15M Recovery
16.09 QQQVA Recovery
12.76 QQQVA1 Recovery
11.95 NQSIBDay Recovery
11.02 NQSystem1 Recovery
10.73 NQNMLong2 Recovery
9.14 TQ1A Recovery
8.47 QIntradayExpansion Recovery
8.39 All Systems
Compact scorecards
QQQVA 65
- CAGR
- 51.07%
- Sharpe
- 3.76
- Max DD
- -16.57%
- PF
- 1.53
- Exposure
- 23.34%
- Trades
- 3099
QNML15M 64
- CAGR
- 26.29%
- Sharpe
- 4.80
- Max DD
- -8.63%
- PF
- 1.59
- Exposure
- 3.44%
- Trades
- 2136
QQQVA1 64
- CAGR
- 48.93%
- Sharpe
- 3.73
- Max DD
- -15.77%
- PF
- 1.53
- Exposure
- 22.64%
- Trades
- 3289
NQNMLong2 59
- CAGR
- 29.99%
- Sharpe
- 5.33
- Max DD
- -13.16%
- PF
- 1.62
- Exposure
- 12.14%
- Trades
- 2256
NQSIB 56
- CAGR
- 29.77%
- Sharpe
- 4.00
- Max DD
- -18.06%
- PF
- 1.82
- Exposure
- 11.55%
- Trades
- 468
QQQSBF 55
- CAGR
- 26.47%
- Sharpe
- 5.29
- Max DD
- -13.47%
- PF
- 1.60
- Exposure
- 8.00%
- Trades
- 1220
NQSystem1 54
- CAGR
- 12.39%
- Sharpe
- 5.02
- Max DD
- -9.35%
- PF
- 1.65
- Exposure
- 6.68%
- Trades
- 1405
QNT4LS_NQ 53
- CAGR
- 56.31%
- Sharpe
- 2.67
- Max DD
- -20.08%
- PF
- 1.27
- Exposure
- 33.29%
- Trades
- 5835
E-Positional 52
- CAGR
- 57.45%
- Sharpe
- 1.69
- Max DD
- -22.53%
- PF
- 1.46
- Exposure
- 42.47%
- Trades
- 2683
NQEOD 52
- CAGR
- 24.37%
- Sharpe
- 10.03
- Max DD
- -24.26%
- PF
- 1.44
- Exposure
- 0.77%
- Trades
- 2363
NQNMISLV4 52
- CAGR
- 22.16%
- Sharpe
- 4.45
- Max DD
- -12.95%
- PF
- 1.59
- Exposure
- 11.35%
- Trades
- 1452
QNHL1 51
- CAGR
- 21.30%
- Sharpe
- 5.22
- Max DD
- -18.27%
- PF
- 1.74
- Exposure
- 7.71%
- Trades
- 1490
NQSIBDay 50
- CAGR
- 16.51%
- Sharpe
- 3.78
- Max DD
- -12.09%
- PF
- 1.59
- Exposure
- 9.02%
- Trades
- 569
TQ2A 50
- CAGR
- 22.77%
- Sharpe
- 4.15
- Max DD
- -13.04%
- PF
- 1.51
- Exposure
- 12.29%
- Trades
- 2243
QIntradayExpansion 49
- CAGR
- 21.27%
- Sharpe
- 3.91
- Max DD
- -14.54%
- PF
- 1.59
- Exposure
- 12.27%
- Trades
- 1630
NQBuyStop 48
- CAGR
- 37.43%
- Sharpe
- 3.72
- Max DD
- -17.65%
- PF
- 1.35
- Exposure
- 17.15%
- Trades
- 2618
NQSystem2 48
- CAGR
- 61.62%
- Sharpe
- 2.90
- Max DD
- -26.01%
- PF
- 1.20
- Exposure
- 30.97%
- Trades
- 4605
VMR 47
- CAGR
- 45.02%
- Sharpe
- 3.94
- Max DD
- -25.13%
- PF
- 1.40
- Exposure
- 19.02%
- Trades
- 3826
TQ1A 47
- CAGR
- 22.05%
- Sharpe
- 3.80
- Max DD
- -16.16%
- PF
- 1.53
- Exposure
- 13.04%
- Trades
- 1976
QNHL2 46
- CAGR
- 29.22%
- Sharpe
- 3.54
- Max DD
- -20.35%
- PF
- 1.52
- Exposure
- 14.97%
- Trades
- 1462
NQLongShort 45
- CAGR
- 59.15%
- Sharpe
- 2.84
- Max DD
- -26.98%
- PF
- 1.18
- Exposure
- 30.01%
- Trades
- 4785
NQTDayTrade 44
- CAGR
- 19.95%
- Sharpe
- 4.65
- Max DD
- -15.79%
- PF
- 1.41
- Exposure
- 3.51%
- Trades
- 1301
NQNMLS 43
- CAGR
- 38.84%
- Sharpe
- 2.74
- Max DD
- -21.98%
- PF
- 1.29
- Exposure
- 7.16%
- Trades
- 3624
NQNMLong1 42
- CAGR
- 33.53%
- Sharpe
- 3.21
- Max DD
- -21.11%
- PF
- 1.36
- Exposure
- 20.22%
- Trades
- 3858
NQTDay 41
- CAGR
- 18.45%
- Sharpe
- 4.12
- Max DD
- -17.23%
- PF
- 1.45
- Exposure
- 9.25%
- Trades
- 1238
NQSimple 41
- CAGR
- 24.95%
- Sharpe
- 3.21
- Max DD
- -17.04%
- PF
- 1.32
- Exposure
- 14.98%
- Trades
- 3269
QQH 39
- CAGR
- 29.27%
- Sharpe
- 1.52
- Max DD
- -25.96%
- PF
- 1.78
- Exposure
- 29.86%
- Trades
- 649
NQSIB1 39
- CAGR
- 21.58%
- Sharpe
- 3.62
- Max DD
- -20.61%
- PF
- 1.45
- Exposure
- 13.08%
- Trades
- 1582
QQQVN 39
- CAGR
- 28.89%
- Sharpe
- 3.16
- Max DD
- -23.98%
- PF
- 1.46
- Exposure
- 17.19%
- Trades
- 1919
E-Day-Trading 37
- CAGR
- 49.99%
- Sharpe
- 1.90
- Max DD
- -27.40%
- PF
- 1.17
- Exposure
- 40.32%
- Trades
- 8080
ShortQ 36
- CAGR
- 19.92%
- Sharpe
- 4.15
- Max DD
- -18.70%
- PF
- 1.25
- Exposure
- 7.22%
- Trades
- 2012
MQPositional 35
- CAGR
- 38.80%
- Sharpe
- 2.10
- Max DD
- -29.80%
- PF
- 1.42
- Exposure
- 25.99%
- Trades
- 2113
TQ3A 33
- CAGR
- 19.87%
- Sharpe
- 3.49
- Max DD
- -25.20%
- PF
- 1.43
- Exposure
- 11.53%
- Trades
- 2102
NQNMLong3 32
- CAGR
- 18.35%
- Sharpe
- 4.20
- Max DD
- -27.43%
- PF
- 1.40
- Exposure
- 9.98%
- Trades
- 2091
QBB 13
- CAGR
- 21.70%
- Sharpe
- 1.29
- Max DD
- -37.45%
- PF
- 1.24
- Exposure
- 26.29%
- Trades
- 1391
MNShort 12
- CAGR
- 2.78%
- Sharpe
- 1.65
- Max DD
- -23.98%
- PF
- 1.15
- Exposure
- 3.96%
- Trades
- 276