Performance Reporting Software

R

Ridu

Hi, I'm looking to track my trading performance on commodity futures: average win, average loss, win to loss ratio; daily, monthly, annual P&L, sharpe ratios, MAR etc, using data tables and charting.

Is there any software that anyone can recommend which can handle the above?

Many thanks in advance.
Ridu
 
that's great, thanks a lot! I will try out the ninjatrader, sounds exactly what I am looking for.

thanks again, and good trading.

Ridu
 
I've spent some time looking at Ninja Trader and have come up against a few problems:

1. It doesn't seem to work with Future Source Work Station Data Feed.
2. I can load it up to pats, but it appears not possible to import historic trades for performance analysis (neither auto import nor manual entry) -

I have trades going back 2 years+ that I'd like to input for post trade analysis.... Can anyone confirm if there are any solutions out there that allow for historic (and then real time) trade input and performance breakdown?

I should probably add that I'm looking to track just the basics, preferably through tables and graphs:

equity curve charting
total net profit
gross profit
gross loss
commissions
Max Drawdown
Sharpe ratio
Average Win
Averge Loss
Number of trades
% profitable trades
Number of winning trades
Number of loosing trades
largest winning trade
largest loosing trade
filter to view performance by longs / shorts

Extremely grateful for any thoughts or comments.

Best regards,
Ridu.
 
I would also be interested in hearing from any users of TraderDNA. I took a look at the website and it looks quite promising.

Any comments much appreciated.

Best regards
Ridu
 
Quote from Ridu:

I've spent some time looking at Ninja Trader and have come up against a few problems:

1. It doesn't seem to work with Future Source Work Station Data Feed.
2. I can load it up to pats, but it appears not possible to import historic trades for performance analysis (neither auto import nor manual entry) -

I have trades going back 2 years+ that I'd like to input for post trade analysis.... Can anyone confirm if there are any solutions out there that allow for historic (and then real time) trade input and performance breakdown?

I should probably add that I'm looking to track just the basics, preferably through tables and graphs:

equity curve charting
total net profit
gross profit
gross loss
commissions
Max Drawdown
Sharpe ratio
Average Win
Averge Loss
Number of trades
% profitable trades
Number of winning trades
Number of loosing trades
largest winning trade
largest loosing trade
filter to view performance by longs / shorts

Extremely grateful for any thoughts or comments.

Best regards,
Ridu.
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I've been using something called MSA
www.Adaptrade.com
My the only concern you may have is the sharpe ratio, because I'm not sure where it gets the risk-free rate in its calculations
 
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