Scoring Model

Risk-Adjusted Returns

We use the Sharpe Ratio as the core metric for ranking.

Formula:

Sharpe = (Average Daily Return - Risk Free Rate) / Standard Deviation of Daily Returns

Why Sharpe Ratio?

If Trader A makes 100% profit but takes risks that could have blown up the account 50% of the time, they are "Lucky", not necessarily "Good".

If Trader B makes 20% profit with steady, consistent gains and low drawdowns, they are a better trader.

The Sharpe Ratio rewards Trader B.

Performance Tiers

Sharpe Score	Rank	Status
< 0	None	Losing trader
0 - 1	Bronze	Below average
1 - 2	Silver	Average
2 - 3	Gold	Strong
3 - 5	Platinum	Very strong
5+	Diamond	Elite trader