Performance Reporting Software

Discussion in 'Trading Software' started by Ridu, Mar 13, 2008.

  1. 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.
  2. Ninjatrader
  3. Stocktickr is good too. I am testing it out right now. NinjaTrader is also a good one.
  4. 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.

  5. 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
    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,
  6. TraderDNA.

    Has anyone used it ? Any feedback?
  7. 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
  8. cane1214


    I've been using something called MSA
    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