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Performance
Most recent performance test parameters
Start date07/29/2009
End date07/29/2010
Symbols listSP 500
Initial capital100000
Position size value10000
Session date/time07/29/2010 10:52PM PST
Number of systems107
click on a column name to sort the table in ascending/descending order
click on the two check boxes below to select the set of statistics to display
click on any of the system names to view their code in the system manager
click on to start an instant back-testing session, then on the tabs for results
click on any of the chart buttons below to open a larger chart showing the change in time for that statistic.
go to about performance for info about the testing methodology and other details about this page





Rank RunSystemCreatorScore% Gain% ExpUIMax DD %
1 BvS T2 PMumble55.3658.87%2.64%0.68-1.98%
2 Adaptive BBandsadrian36.3540.24%7.39%0.49-1.58%
3 DipBuyer fastadrian18.8621.28%6.14%1.12-4.3%
4 FadeBump slow w/ volume filterBDawg16.7117.96%1.75%1.06-3.23%
5 DipBuyer slow w/ volume filteradrian15.8716.38%0.74%0.47-0.74%
6 Keltner bandsadrian14.1818.46%16.07%1.69-4.39%
7 Simple Dipadrian7.5337.14%74.45%4.12-10.47%
8 Simple Dip - the callback versionadrian7.5337.14%74.45%4.12-10.47%
9 ok_02olafk7.0417.05%50.28%3.39-8.71%
10 Calendar systemadrian6.1415.97%53.64%3.41-8.49%
11 1joshiga5.2112.14%43.67%4.75-10.14%
12 bid low price and sell v7mathematician3.714.56%0%3.73-9.87%
13 bid low price and sell v9mathematician3.714.56%0%3.73-9.87%
14 Short abnormal moveadrian3.353.67%4.86%0.83-2.31%
15 bid low price and sellmathematician3.313.21%71.37%2.54-7.2%
16 bid low price and sell with BBandstmshu13.313.21%71.37%2.54-7.2%
17 7 day lower lowslight2.873.46%9.15%1.75-4.75%
18 Higher highs, lower lows using linear regressionhowardmilano2.74.28%18.6%4.53-8.06%
19 Extreme RSI 22-45adrian2.053.7%30.68%3.98-11.43%
20 Simple SMA systemadrian1.6815.52%84.31%6.22-15.4%
21 SMA crossovertrade-robot1.6815.52%84.31%6.22-15.4%
22 SlowK-SlowDvovay451.4710.65%74.37%9.2-22.84%
23 A simple Bollinger bands systemadrian1.4614.14%83.82%7.24-16.68%
24 A simple Bollinger bands system - the callback versionadrian1.4614.14%83.82%7.24-16.68%
25 MACD privattrautw1.4111.47%82.97%5.57-12.88%
26 Buy & Hold 4 weeksadrian1.41.69%8%1.95-2.81%
27 RSI-2-20-20vovay451.1214.95%89.98%5.01-12.46%
28 FastK-FastDvovay450.737.74%84.35%7.92-19.55%
29 Random stop profit / lossmathematician0.6118.75%94.85%7.32-17.76%
30 rebalance_63_dayvovay450.5715.14%94.68%5.85-14.23%
31 Simple EMA system Positional Long/Short Systemrajandran0.528.2%88.75%8.77-20.36%
32 A simple system using series shiftingadrian0.514.37%81.71%7.18-17.51%
33 Randommathematician0.4916.01%95.23%7.15-17.85%
34 Random stop loss / trailing profitmathematician0.4712.2%93.44%8.25-19.83%
35 +10% systemRigi5830.4715.71%94.9%8.38-19.5%
36 rebalance_22_dayvovay450.4210.06%93.95%6.16-15.49%
37 Stochastic entry and Chandellier exit - 2kevininspace0.271.98%79.23%6.87-15.12%
38 Stochastic entry and Chandellier exit - 3kevininspace0.271.98%79.23%6.87-15.12%
39 rebalance_126_dayvovay450.1416.59%98.78%6.35-15.48%
40 Multi-symbol dynamic msROC systemjmwilk0.090.41%54.58%10.84-17.8%
41 Buy & Hold 1 yearadrian0.0712.42%99.22%5.93-13.87%
42 B&Hvovay450.0315.65%99.76%5.49-13%
43 rebalance_252_dayvovay450.0315.65%99.76%5.49-13%
44 okolafk0.0315.57%99.72%5.54-13.13%
45 ok_02_publicolafk0.0315.57%99.72%5.54-13.13%
46 Buy & Hold 2 weeksadrian-0.91-0.81%3.82%1.8-2.69%
47 Buy & Hold 6 monthsadrian-1.01-0.52%45.39%6.6-13.09%
48 Adaptive RSIadrian-2.24-1.1%51.91%6.91-13.19%
49 ok_02_testolafk-2.37-1.06%61.6%7.67-15.96%
50 SMA crossingdr-3-1.92%29.98%4.07-9.98%
51 Fade Extreme Price Actionsdr-3.31-1.75%34.61%8.1-20.29%
52 simple price breakoutwang2xu4-4.7-1.84%72.46%9.64-20.65%
53 Improved Price Breakup (ema = 70)mikeko-6.31-2.66%61.5%9.38-17.22%
54 VIX Long v1DavidSmith-7.58-2.92%87.01%7.73-18.88%
55 MACD - SL crossovervovay45-8.16-3.27%77.44%8.12-17.8%
56 MACD - Centreline Crossoverstrade-robot-9.42-3.55%82.32%9.11-20.35%
57 RSI(2) 4-dayslight-9.51-5.36%37.32%5.83-12.91%
58 Stochastic Slow [new]trade-robot-11.77-4.42%84.57%8.84-19.75%
59 Donchian counter channel systemadrian-11.86-4.82%83.48%6.81-11.58%
60 RSI(2) 6-dayslight-12.6-5.93%60.71%6.46-14.86%
61 bid low price and sell v5mathematician-12.85-6.26%45.21%8.24-18.78%
62 bid low price and sell v4mathematician-14.89-7%47.72%8.81-19.31%
63 RSI(2)walfischlight-15.03-9.61%21.49%5.76-15.97%
64 ITDOHOD_SMAalexden-15.13-5.56%87.84%9-19.82%
65 bid outside price and cover3BDawg-15.71-12.07%0%6.05-14.3%
66 Various moving averages crossingrickty-17.79-7.77%56.38%9.28-19.63%
67 Buy & Hold 3 monthsadrian-18.18-10.09%22.92%9.33-14.45%
68 Simple moving averages crossingadrian-18.75-7.27%80.84%8.51-16.64%
69 Simple moving averages crossing - with callbacksadrian-18.75-7.27%80.84%8.51-16.64%
70 MACDtrautw-19.1-6.51%82.78%12.11-24.67%
71 Fade Extreme Price Actions v1dr-19.98-8.65%28.65%15.92-22%
72 MFI thresholdsadrian-20.08-8.47%58.3%9.94-14.54%
73 RSI(2) 5-dayslight-20.11-8.8%50.99%10.25-16.9%
74 rebalance_5_dayvovay45-23.11-8.44%94.9%8.1-19.67%
75 Weekly Breakoutrbunsen-24.69-8.95%87.46%9.43-14.73%
76 momentom2yanghongxin-32.51-11.19%81.06%12.09-25.02%
77 bid low price and sell v6mathematician-35.81-21.42%0%13.43-25.21%
78 Gapadrian-45.03-23.79%0%17.85-29.03%
79 Basic pullbackadrian-61.61-21.56%58.55%16.05-28.37%
80 VIX Short v1DavidSmith-73.2-20.77%86.29%17.84-29.45%
81 RSI(2)walfisch3light-88.09-24.61%78.98%20.5-30.63%
82 bid outside price and cover5BDawg-112.16-56.08%0%36.27-57.13%
83 Basic pullback short/longadrian-117.21-35.73%64.01%24.89-38.82%
84 SMA System with Pullbackmrwoody-119.58-55.63%7.48%59.81-64.09%
85 Daily rebalance at close v4DavidSmith-123.18-61.59%0%44.45-62.27%
86 Daily rebalance at close v5DavidSmith-271.89-72.1%88.55%52.53-72.51%


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