I’m confused about the leader board.
How can it be that a strategy that has a drawdown of 96.7%(!!) is in 13th place?
When I filter for TOS strategies, the leader board shows strategies that have a return of 4.7% and a drawdown of 7.6%.
But my strategy with a return of 63.5% and a drawdown of 18.2% doesn’t even make it into the leaderboard?
Of course, return and drawdown are not the only important values. Nevertheless, I find it very strange that systems that are significantly worse are higher up. I do not understand that. Can someone help me here?
Fabi, we discussed similar issues on this thread where you were also active Leaderboard enhancement proposal - #16 by GaryLynn2
The algo determing the positions on the leaderboard is probably complex however it is proven over again that recent results are most important, secondly average leverage. Only after those comes maximum drawdown and the other metrics like length of system and so on. If you look at the strategy " momentum front running" you can see that this is the case if only looking at 2023. I belive this is a huge bug in the algo putting too much weight on recent results.
As the person that runs My Roth IRA I agree that it is crazy to be on the leaderboard. Don’t get me wrong I will take it, but imho a strategy that young doesn’t belong there.
That’s right, we also talk about the leaderboard in another thread. We can also merge the topics.
I think the two points above are extremely important. DD over 90% and so far up the Leader Board.
Then my own strategy not even in the Leader Board for TOS strategies.
My non-TOS strategy that implements the same trades only has a different money management is significantly higher up Rank 94 to Rank 606!
I scaled up the TOS strategy once as I trade with more capital on the TOS system. Maybe something wasn’t converted appropriately?