I want to pull the stats on my trades since the inception of my account. I am looking for information like win / loss ratio and risk / reward. I looked around the reports that IB provides and I cant seem to find one that give this type of information. Is this something that I can get directly from IB or do I need to sort the data on excel myself? Any spreadsheet templates for this out there?
It would be good if you could impress potential respondents with a list of tables you've created from TWS data, or from Act. Mgt., or hours of webinars you've watched from IB......
IB has a great report under account management/reports/portfolioanalyst. This is a PDF report so can be shared with others who trust you with their funds without worrying about a modified report.... has all the risk measures and includes new components like heatmaps of which sectors gave you the biggest returns and losses. From inception onwards... You can get it in CSV format as well if you want to crunch the data yourself. If you want simple raw data, then access your tax data without wash sale changes via CSV format.
You can also try linking your account to fundseeder.com. It will download your daily account balances and compute analytics on the portfolio.
@_eug_ You can download "activity statements" from account management at IB online. These contain (among others) your trades. The caveat is that you can select a custom date range for a maximum of one year only. So if your account exists for multiple years you have to create multiple downloads. And then somehow combine the resulting data yourself.