Why the Leaderboard Ranks By Drawdown, Not Just Return
The problem with ranking by return alone
Two funded accounts can post the identical +15% return with completely different risk profiles — one earned it through small, repeatable gains, the other by surviving a 40% drawdown along the way on an oversized position that eventually recovered. A pure-return leaderboard can't tell them apart, and ends up rewarding the riskier account exactly as much as the disciplined one.
The formula
The Risk-Adjusted leaderboard scores each account as return percent minus max drawdown percent, where max drawdown is the largest peak-to-trough equity decline anywhere in that account's history — not just its current position relative to its starting balance. Two accounts with the same return but different drawdown histories will rank differently here even though they'd tie on a pure-return board.
Both boards are shown, deliberately
The Leaderboard page shows both Highest Return and Risk-Adjusted as separate tabs rather than replacing one with the other — the point isn't to hide raw performance, it's to give a second, harder-to-game view alongside it.
