IB TWS - calculating win/loss and other metrics

Discussion in 'Retail Brokers' started by Andiroo, Mar 2, 2011.

  1. Andiroo

    Andiroo

    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