Back tested results trading stats

[njw123]

Hi, im looking for a website where i can upload all my historic trade date and it will give me a complete run down of my trading stats . max drawdown, sharpe ratio etc etc .

does anyone know where i can do this ?

 

[mason macgregorson]

Trade Station (almost all bots run on TS); back testing with Nina is corrupt:
https://ninjatrader.com/support/helpGuides/nt8/?discrepancies_real-time_vs_bac.htm

 

[guest_trader_1]

Look for a trading journal, they normally give you a dashboard with your metrics once you upload a dataset of trades.

https://www.elitetrader.com/et/resources/categories/trade-logging-analysis.10/

 

[Matt_ORATS]

You can do this with our backtester. https://blog.orats.com/backtest-your-own-signals

 

[mason macgregorson]

You can do this with our backtester. https://blog.orats.com/backtest-your-own-signals

there are 20 back testing programs; how has yours been proven to be accurate compared to forward walk/paper trade results?

 

[zghorner]

google sheets / excel

 

[ValeryN]

RealTest. Can use as CSV formatted trades list and it will re-create equity, drawdown and give tons of stats.

 

[Matt_ORATS]

there are 20 back testing programs; how has yours been proven to be accurate compared to forward walk/paper trade results?

Forward testing can be used in addition to backtesting. Using our system, we often update backtests for clients acting like a forward test.
Our scanners can implement backtest strategies by easily importing the parameters.

We try to make the backtesting simulation as close to reality as possible.
We do the following:

• Use bid-ask quotes from 14-minutes before the close when the markets are more accurate.
• Our SMV system creates a best skew of implied volatilities that produce accurate greeks to use in the backtesting (designed by ex market makers).
  
• 10s of millions of backtests have been made using our system over the past 10 years.
• We show every trade and allow download of results.

 

[mason macgregorson]

Forward testing can be used in addition to backtesting. Using our system, we often update backtests for clients acting like a forward test.
Our scanners can implement backtest strategies by easily importing the parameters.

We try to make the backtesting simulation as close to reality as possible.
We do the following:

• Use bid-ask quotes from 14-minutes before the close when the markets are more accurate.
• Our SMV system creates a best skew of implied volatilities that produce accurate greeks to use in the backtesting (designed by ex market makers).
  
• 10s of millions of backtests have been made using our system over the past 10 years.
• We show every trade and allow download of results.

"We try to make the back testing simulation as close to reality as possible." tells me nothing.

So I ask again: How has yours been proven to be accurate compared to forward walk/paper trade results?
Don't tell, show me...

 

[njw123]

ok so i think i need to explain more

i have all my trades on an excel spreadsheet
i want a programme i can drop these deatils into and it will analyse over the course of those trades all my data, my max drawdowns and sharpe ratio , best trade , worse trade , growth figures etc etc