Trade statistics from fills

Discussion in 'Automated Trading' started by randhindi, Jan 9, 2011.

  1. randhindi


    Hi Folks,

    This is my first post, so I hope its in the right area!

    Basically, I am looking for a simple software or excel template that takes raw fills as input, and outputs the equity and trade statistics.

    So its just like a backtesting output, but by feeding the fills directly. Its just to look at paper trades in the same way that I would look at automated trading outputs.

    I can write this myself, but surely someone else must have done it before! All the stuff I find online is to recreate the equity curve from trades, not from fills.