Trading Statistics

Discussion in 'Professional Trading' started by funky, Jul 8, 2003.

  1. funky


    What is the best tool for keeping statistics of your trades? I saw Tony Oz post his Trade Evaluator report, and that sparked my interest. Also GTT TradeLog looks interesting, but I don't know if it does thins like produce hourly statistics like Trade Evaluator does.

    I guess I could just use any database and generate these myself? What do you do?



    I'm "old school", I use Excel and Quicken. I have seen some people use MSFT Access to do some pretty amazing things.
  3. funky


    I guess my main question is, I'm using IB, and I want to keep track of my trades on a timestamp basis so I can see the statistics of this? Is this possible with IB? I use ninjatrader, which can generate statistics, but I'd rather not rely on that. I tried to find Trade Evaluator but I couldn't find it for sale....
  4. a5519


    I am using MS Money and TradeLog with IB. From TradeLog I copy trading report to clippboard and then import into Martlab. In Matlab I calculate my own portfolio and trading statistics.

    MS Money doesn't import correctly short trades, the same Quicken, as have been reported in this forum. So manual editing is needed.
    TradeLog imports correctly long and short trades with time stamp but TradeLog has very poor Value/Price ratio. It has only few reports, no flexibility for analysis and what is more important, after one year SW upgrades must be paid and are very expensive. And upgrade must be done, if the broker changes the structure of a report.

    It's interesting, but it seems there is no good SW that for trading purposes could perform analysis of trades, portfolio tracking and tax reporting !
  5. Scottie


    MS Excel is great and can export data to MS Access if you really want to do deep analysis.
  6. geringer


    I have written a program which may suit your needs.
    Please take a look at it. It is called TradePerformance.
    You can get a free trial download from my website

    I am just about ready to release version 2. Also, I have
    an import utility (not yet published) which can read from about
    4 different brokers reports including the IB daily report.

    Please give it a look at let me know what you think.