Hello, I analyze my performance monthly based on my broker statement, instrument per instrument, to decide what to continue to trade, what to stop... But using this method you can't know the P&L attributed to an intercommodity spread. For example, if I trade soybeans outright and soy crush in the same month, I won't be able to know which gains came from soy outrights and which came from soy as part of the crush. So how are you TT user dealing with this problem? I am sure STIR guys must encounter the same problem as they do a lot of intermarket spreading...Is their some available 3rd party software for trade analysis on TT, do you simply export fills and work it with excel( ouch...). Thanks a lot for your help.
Sorry I don't like to place such a file with all the spreads I trade on a public forum. I quite know how I would do it with excel. It's just that it is a pain in the ass. You have several files per day( one for each X trader shutdown ) that you need to sort to get the monthly figure.