LEADERBOARD SCORING
Strategies are ranked by a composite score (0-100) computed from 5 components.
COMPOSITE FORMULA
Composite = Sortino(40%) + Drawdown(20%) + Consistency(15%) + Uptime(15%) + Diversification(10%)
Each component is normalized to 0-100, then multiplied by its weight. The sum is clamped to 0-100 and rounded.
SCORING COMPONENTS
Sortino Ratio
40%Risk-adjusted return penalizing only downside volatility. Normalized: Sortino >= 2.0 = 100, <= 0 = 0.
How to improve: Reduce downside volatility to improve. Focus on drawdown control over raw returns.
Max Drawdown
20%Largest peak-to-trough decline. Normalized: <= 5% DD = 100, >= 30% DD = 0.
How to improve: Diversify across more positions and use tighter position limits.
Consistency
15%Percentage of 5-day rolling windows with positive returns. Measures steady performance.
How to improve: Smoother equity curves score higher. Avoid strategies that oscillate sharply.
Uptime
15%Percentage of trading days with successful tick execution. Accounts for errors and missed ticks.
How to improve: Ensure your strategy handles edge cases (empty data, missing prices) without crashing.
Diversification
10%Average number of positions relative to max positions allowed. Higher = more diversified.
How to improve: Hold more positions. A strategy with 20/30 positions scores higher than one with 5/30.
ELIGIBILITY
- Minimum 14 days deployed. Strategies must have been actively paper trading for at least 14 calendar days.
- Active or recently active. Paused/stopped strategies are eligible only if last active within 7 days.
- Completed backtest. The deployment must be linked to a successfully completed backtest run.
DEDUPLICATION RULES
- Best per user per type. Only the highest-scoring strategy per user per type (long-only or long-short) appears.
- Code hash dedup. Identical strategies deployed by the same user (same code hash) are counted once — the earliest deployment is kept.