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Thank you all for your replys! I think I didn't explain myself properly. What I'm looking for is a "Tool" or "Library" that can take as input trading log and will allow me easyly calculate various statistics like maximum drawdown, sharpe ratio etc. (I don't want to create code for implement...

Hi! I've a question. I've developed number of quantitative trading algorithms and now looking for the way to optimize input parameters. I've decided to "run" the algorithms with various permutations of input parameters and the store historic trades in database. Now what I'm looking is...