Hi All Does anyone know if there is an easy way using IBs Trader WorkStation to calculate: 1. Ratio of winning trades to losing trades 2. Average size of winning trades to the average size of losing trades 3. Other similar performance metrics I want to look at this on a weekly, monthly and rolling year basis. I guess i could just export all the data into excel but i figure there must be something more automated to do this? Any help appreciated. best Andy
I cannot find any documentation in the net either. Maybe you should contact their support about your problem. Usually I export the data to Excel and do trading expectancy and risk to reward ratio analysis. In that case, most software I am using such as e-signal provides an easy way to export some Excel data and then I will do a more thorough analysis. But since you are using IB, I do not much about it and maybe you should contact their support.
Look at IB's Portfolio Analyst (under Analytical Tools on the platform or under the Report Management section on the Account Management web page). I have no clue if it will satisfy your needs since I use a tax prep program that provides enough performance stats for me.