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Performance
Most recent performance test parameters
Start date02/04/2011
End date02/04/2012
Symbols listSP 500
Initial capital100000
Position size value10000
Session date/time02/04/2012 08:57PM PST
Number of systems120
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





RunSystemCreatorScore% Gain% ExpUIMax DD %
1 BLSH-Longvovay45118.86143.44%14.38%0.64-2.92%
2 LowestLow-2vovay4558.6877.26%19.07%1.23-3.75%
3 BuyOpenSellCloseNextBarvovay4557.3375.21%20.48%0.83-2.06%
4 stochSlowKvovay4549.2892.46%40.84%1.98-6.02%
5 LBB_Breakoutvovay4547.4877.47%33.32%1.62-4.17%
6 LowestLowvovay4524.7644.11%34.54%2.85-5.67%
7 Fade Extreme Price Actionsdr13.3523.42%35.9%2.21-11.66%
8 SMA System with Pullbackmrwoody12.2813.4%2.44%1.21-3.87%
9 Fade Extreme Price Actions v1dr11.4116.71%25.58%1.64-8.94%
10 Drop from Opendadanko6.810.55%18.62%4.15-13.09%
11 Calendar systemadrian6.7416.7%36.58%7.27-12.57%
12 Keltner bandsadrian5.578.87%23.43%3.61-17.4%
13 FadeBump slow w/ volume filterBDawg5.415.64%2.05%0.41-1.38%
14 Adaptive BBandsadrian4.857.07%17.5%3.36-15.75%
15 Buy & Hold 3 monthsadrian3.845.75%22.73%2.74-7.27%
16 bband_multidisimo3.6325.3%83.77%2.32-6.32%
17 Higher highs, lower lows using linear regressionhowardmilano3.24.25%12.44%2.79-5%
18 Buy & Hold 4 weeksadrian3.163.62%8.04%1.02-2.21%
19 Buy & Hold 6 monthsadrian3.027.41%49.87%3.72-8.3%
20 BLSH-cvovay452.6920.79%76.02%9.21-19.55%
21 BuyLowSellHighcedstrom2.3618.13%75.61%9.32-19.65%
22 LowBollOverSmav0lle852.32.44%1.26%0.89-1.58%
23 MACD - Centreline Crossoverstrade-robot0.825.73%78.89%6.5-13.32%
24 Adaptive RSIadrian0.812.98%49.21%9.28-18.45%
25 ok_02olafk0.731.32%25.76%5-9.66%
26 Random stop profit / lossmathematician0.357.59%92.09%8.23-20.58%
27 A simple Bollinger bands systemadrian0.323.63%83.58%9.37-19.74%
28 A simple Bollinger bands system - the callback versionadrian0.323.63%83.58%9.37-19.74%
29 Short abnormal moveadrian0.310.32%2.85%0.39-1.85%
30 Buy & Hold 2 weeksadrian0.240.26%3.79%1.29-2.34%
31 +10% systemRigi5830.164.78%91.91%11.51-27.01%
32 DipBuyer slow w/ volume filteradrian0.120.12%0.81%0.45-0.92%
33 Buy & Hold 1 yearadrian0.079%98.78%6.76-16.19%
34 VIX Long v1DavidSmith0.030.35%82.98%9.13-20.4%
35 okolafk0.025.4%99.42%7.48-16.48%
36 ok_02_publicolafk05.66%99.97%7.48-16.48%
37 BvS T2 PMumble-0.13-0.12%5.78%1.56-3.27%
38 simple price breakoutwang2xu4-0.64-0.26%67.72%8.76-15.17%
39 Donchian counter channel systemadrian-1.03-0.43%81.85%6.54-12.89%
40 BvS T2 P w/automated stopcravoc-1.51-1.38%1.64%1.65-2.45%
41 SMA crossingdr-1.99-1.24%22.25%6.33-12.37%
42 MACD privattrautw-2.21-0.72%89.07%12.33-21.64%
43 1joshiga-2.42-1.63%17.78%5.23-8.76%
44 Multi-symbol dynamic msROC systemjmwilk-2.59-1.58%50.92%1.68-3.45%
45 ok_02_testolafk-2.74-1.19%59.3%8.78-16.14%
46 Stochastic entry and Chandellier exit - 2kevininspace-3.72-1.41%79.29%9.3-17.19%
47 Stochastic entry and Chandellier exit - 3kevininspace-3.72-1.41%79.29%9.3-17.19%
48 A simple system using series shiftingadrian-5.61-2.08%78.69%10.17-18.24%
49 7 day lower lowslight-8.02-5.35%12.38%6.66-13.25%
50 DipBuyer w/Automated Stopscravoc-9.02-5.34%16.69%8.93-19.94%
51 bid low price and sell v7mathematician-9.12-7.43%0%4.53-10.9%
52 bid low price and sell v9mathematician-9.12-7.43%0%4.53-10.9%
53 volume_baseddrseergio-9.7-3.16%72.81%15.56-31.01%
54 RSI(2) 5-dayslight-11.4-5.71%45.33%7.47-18.76%
55 MFI thresholdsadrian-11.52-5.36%50.97%8.46-13.31%
56 Random stop loss / trailing profitmathematician-11.92-4.02%92.37%10.82-22.67%
57 Extreme RSI 22-45adrian-13.12-7.29%34.5%6.76-14.9%
58 Improved Price Breakup (ema = 70)mikeko-13.64-6.42%59.43%6.63-11.48%
59 Stochastic Slow [new]trade-robot-15.33-5.11%77.02%13.92-25.04%
60 RSI(2) 6-dayslight-16.33-6.1%55.1%14.54-26.05%
61 bid outside price and cover3BDawg-16.43-11.14%0%9.5-17.74%
62 RSI(2) 4-dayslight-16.45-7.74%39.37%10.5-20.43%
63 Gapadrian-19.35-11.83%0%12.72-20.76%
64 simple longtermhubi-20.74-6.89%74.47%14.5-23.77%
65 sma mid- longtermhubi-20.74-6.89%74.47%14.5-23.77%
66 sma 10 30hubi-20.74-6.89%74.47%14.5-23.77%
67 DipBuyer fastadrian-22.68-13.68%10.41%10.03-17.99%
68 Various moving averages crossingrickty-26.22-10.07%53.4%13.94-19.52%
69 Simple SMA systemadrian-26.45-8.73%79.94%13.66-26.18%
70 SMA crossovertrade-robot-26.45-8.73%79.94%13.66-26.18%
71 macd + mfihubi-26.47-9.37%64.43%14.38-22.53%
72 VIX Short v1DavidSmith-26.61-10.01%85.08%8.73-15.74%
73 RSI(2)walfisch3light-27-12.07%67.28%6.74-15.72%
74 Randommathematician-29.04-8.92%92.21%13.88-26.94%
75 RSI(2)walfischlight-30.61-14.17%26.55%14.15-25.71%
76 MACDtrautw-36.53-10.86%79.52%17.47-28.15%
77 Simple Dipadrian-41.59-13.16%76.73%15.75-31.84%
78 Simple Dip - the callback versionadrian-41.59-13.16%76.73%15.75-31.84%
79 ITDOHOD_SMAalexden-42.04-13.34%84.9%14.08-25.15%
80 momentom2yanghongxin-45.64-13.85%75.42%17.57-27.41%
81 Simple EMA system Positional Long/Short Systemrajandran-52.84-14.59%86.07%18.94-35.29%
82 bband_longdisimo-65.62-20.3%64.38%19.33-28.53%
83 bid low price and sell v6mathematician-77.55-38.77%0%25.42-41.11%
84 Simple moving averages crossingadrian-79.2-22.86%75.6%19.46-32.07%
85 Simple moving averages crossing - with callbacksadrian-79.2-22.86%75.6%19.46-32.07%
86 Template System ffassembling-82.76-27.02%72.28%15.55-29.47%
87 Weekly Breakoutrbunsen-84.31-25.01%85.32%16.38-30.14%
88 bid low price and sell v4mathematician-91.43-31.15%46.74%21.41-34.03%
89 Basic pullbackadrian-95.3-31.28%52.35%21.88-34.54%
90 bid outside price and cover5BDawg-110.03-55.01%0%35.57-55.08%
91 bid low price and sell v5mathematician-114.71-39.83%44%24.22-41.17%
92 bid low price and sellmathematician-123.25-35.04%75.87%22.88-37.11%
93 bid low price and sell with BBandstmshu1-123.25-35.04%75.87%22.88-37.11%
94 Basic pullback short/longadrian-124.8-39.3%58.8%25.11-41.22%
95 Daily rebalance at close v4DavidSmith-135.66-67.83%0%45.22-67.83%
96 Daily rebalance at close v5DavidSmith-255.11-67%90.39%42.85-67%


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