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 ?
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
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/
there are 20 back testing programs; how has yours been proven to be accurate compared to forward walk/paper trade results?
RealTest. Can use as CSV formatted trades list and it will re-create equity, drawdown and give tons of stats.
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...
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