My best so far is up to around $4,000,000. I issued a similar challenge awhile back, but didn't get a lot of interest. If you want to see my results, search for Backtest Challenge in the forums. I tried to put a link to it in this post, but it didn't work.
Here's one that's about $1.5m. I've got a couple short filters that I think could do better but SF doesn't calculate the graphs properly for short systems.
Approach Information
Approach Name: tester
Test started on 12/06/2004 ended on 12/06/2006, covering 505 days
Filter used:
Smallcap-Long; 80% WR; 6.13 RR (saved filter)
Trade Statistics
There were 88 total stocks entered. Of those, 86 or 97.73% were complete and 2 or 2.27% were open.
Of the 86 completed trades, 64 trades or 74.42%resulted in a net gain.
Your average net change for completed trades was: 6.86%.
The average draw down of your approach was: -9.26%.
The average max profit of your approach was: 13.55%
The Reward/Risk ratio for this approach is: 4.56
Annualized Return on Investment (ROI): 262.49%, the ROI of ^SPX was: 9.10%.
Exit Statistics
Stop Loss was triggered 0 times or 0.00% of the time.
Stop Profit was triggered 0 times or 0.00% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time ( days) 0 times or 0.00% of the time.
An exit trigger was executed 86 times or 100.00% of the time.
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