Compare

System comparison dashboard

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

Systems 36
Best CAGR NQSystem2 61.62%
Lowest DD QNML15M -8.63%
Balanced Leader QQQVA Score 65

Risk / Return Map

Higher return, lower drawdown is better

Metric Leaders

Focused comparison views

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