Trading Performance Analyzer (TrdPerfAna)
(Professional Software Solutions)

The "Trading Performance Analyzer" module allows you to visualize and analyze in depth your trading performance!
- View your trades as an intuitive equity chart - per trade or summarized as daily, weekly, monthly or Weekday result
- Export your trading records to a spreadsheet  
- View detailed statistics - separated by a) All trades b) Long only c) Short only!
- Add optional trend line and Bollinger Bands to the equity chart
- Merge several results into one new chart/result
- Import all your trades directly from Interactive Broker (IB) using Reports or real-time Trader Log  
- Import all your trades directly from TradeStation using TradeManager or Strategy Reports
- Strategy backtesting results (Instructions how to import your strategy backtesting results).
- Manually add/modify/delete your positions (Instructions how use the Position Manager)
- Custom Trading Records import (Instructions how to import from custom Trading Records)
Click here for an Equity Screen Sample and Performance Comparison Screen Sample.

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Trading Performance Analyzer (TrdPerfAna) Functions:
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Intuitive Equity Chart:

- Equity Bollinger Bands (orange line) (Bollinger standard Deviation factor etc can be configured)
- Equity Average (magenta line) 
- Trendline/Volatility reference line for volatility calculation (thick straight blue line)
- intuitive tracking of new and highest Equity highs/lows (green./red dots and triangles)
- mouse tracking showing details of each trade
- just click on the toolbar button - to rotate through all the display modes below:

Equity($) Amount Chart with Trend  Line only:
Equity($) Amount  Chart with Bollinger Band and Trendline:  
Equity($) Amount  Chart with Bollinger Bands only:
Plain($) Amount  Equity Chart:
 

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Intuitive Drawdown Chart:

You can switch to the drawdown chart - just click the button in the toolbar:

Drawdown - shown as percent from last top:
Drawdown - shown as Amount($) from last top:

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Intuitive Equity(%) Percent Chart:

It can be very helpful to view the performance and each trade as a percent value(100=1%) - instead of the actual trading Profit/Loss Amount($),
because small winners might be actually big percent winners, and also big amount loosers might be small percent loosers!
In the example below - the small amount looser(Pos#16, -$140.03) was actually pretty big percent looser (9.72%)
- Equity Bollinger Bands (orange line) (Bollinger standard Deviation factor etc can be configured)
- Equity Average (magenta line) 
- Trendline/Volatility reference line for volatility calculation (thick straight blue line)
- intuitive tracking of new and highest Equity highs/lows (green./red dots and triangles)
- mouse tracking showing details of each trade
- just click on the toolbar button - to rotate through all the display modes below:

Equity(%) Percent Chart with Trend  Line only:
Equity(%) Percent Chart with Bollinger Band and Trendline:  
Equity(%) Percent Chart with Bollinger Bands only:
Plain(%) Percent  Equity Chart:
 

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Advanced Position/Trade List

You can also view all position/trade detauils in the convenient Position List Display:

To open this display - just double click on the Position Label:
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Performance per Symbol

To check the performance PER SYMBOL - just click on the symbol label: "Symbol (X Items)"
  

To see the performance($) and trades for EACH SYMBOL - just click on the symbol itself:


You can even switch to the percent style display for the selected symbol - showing 10% gain for those 3 trades:


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Performance Distribution

You can also order all positions/trades by their performance - instead of teh default time based sort order!
Either using the PL Amount($) - showing in this example gains between $240 and losses -$280 - per trade:

or using the PL Percent(%) - showing in this example gains between 6.2% and losses 10.5%  - per trade:f


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Advanced Statistics

You can create an advanced statistics overview of the performance - and export to a spreadsheet or PDF 
 


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Analyze your Performance grouped any of the following criteria
 
- Direction (Long/Short)
- Symbols/Markets
- Time of Day buckets (15 Min Interval - can be configured to for example 60 minutes, creating hourly buckets)
- Weekdays (Monday, Tuesday etc) - Example below:

- Year, Month, Days

- Strategy Exit Labels or Accounts (LiveTrading)
- Monte Carlo Performance Analysis

Detailed Statistical Analysis of your Performance calculating more than 50 parameter
separated in three columns: All, Long and short positions.

Filter out current Positions based on many criterias  
This functions allows you to "zoom in" to custom sub sets you specify;
then you can analyze the subset and also save the new selection as a new file.
To start the filter: Click on File/Filter or click on in the Toolbar.

In this example we select the following Positions:
- Entry date between Oct 1st, 2004 and Nov 31st, 2004
- Only symbol @EC, @BP
- Entry time of day between 10:00 and 12:00
- Only Wednsday and Thursday trades
To undo all filter click on the "Undo Filter/Relaod" button 

Filter out overlapping Positions

You can even filter out overlapping positions from a reference set.
Just click on the "Filter out Overlapping Positions" button and select your reference position file.
Then you receive automatically a detailed spreadsheet and the overlapping positions filtered out

Detailed Statistical Analysis of your Performance calculating more than 50 parameter
separated in three columns: All, Long and short positions.
Now you can also Merge several Strategy Backtesting Results from different Markets
into ONE single continuous Performance Report.
Click on File/Merge or the in the Toolbar and select the file to merge into the current set.- OR - 
You can also drag-and-drop one (or several files) into the current set to merge.
Click here for instructions on how to save Live Trading or Strategy backtesting results.
Generates a comprehensive Analysis Overview
with all performance details for all the various groups.
Click on File/Overview or on the in the Toolbar
and automatically a new web page is generated for you, you can then print, save or share.
Displays comprehensive trade list sorted by date for each of the many groups and sub sections:
In this example we show onlythe Tuesday Positions:
Configure your preferences:

The following elements can be configured:
Time of Day Interval Here you can change the default TimeOfDay interval (default 15 Minutes)
For example 60 minutes compares the performance grouped by the hour
Compare Value Here you also define the statistical parameter to be used
when you compare the various group totals.
Root Join Future contracts change every quarter, creating new/separate symbols;
this function allows you to "join" all the different contract for the same
root symbol into ONE continuous symbol:
Example: ECH05, ECZ04 etc is joined to @EC
(Note that the original data is not changed unless you save and overwrite the original file!)
Bollinger Settings Here you define the Bollinger settings:
StdDev(2.0) Standard Deviations (Default is 2.0)
Avg(10) Moving Average (Deafult 10 points) 0 will disable the bollinger feature
Width(1) Thickness in pixels of the bollinger band
Startup Equity Defines the initial Equity - used to calculate the RateOfReturn, Drawdown Percent etc
The Zoom in feature allows you to magnify a particular date range
a) left click to the left starting point in the chart and keep the left mouse button clicked
b) move to the right ending point in the chart and let go of the mouse button
c) the selected area will now be displayed
d) To "unZoom" - select only less than 3 points as described above
By default only days with at least one position are listed in the "Days" section.
With the "Fill in missing Trading Days" function you can add all the days without
any trading, so that you can then get a complete calendar equity graph, also showing the "days off":
Custom Trading Records import (Instructions how to import from custom Trading Records)
 


Screen Sample1 (Main Equity Chart)

This chart shows your Equity graph of all positions in date sequence:

 

Screen Sample (Performance Comparison)
This chart shows the comparison of the performance of positions grouped by weekdays,
indicating in this example a weak Friday performance. In this sample the "Profit Factor(Gross)"
has been used, choose from over 20 other statistical parameters:


The following statistical parameter are available for performance comparison:

1. Profit Factor (Gross)
2. Avgerage Trade Amount
3. Avgerage Winner Amount
4. Avgerage Looser Amount
5. Profit Factor (AvgTrd)
6. Maximum Winner Amount
7. Maximum Looser Amount
8. Median Trade Amount
9. Median Winner Amount
10. Median Looser Amount
11. Profit Factor (Median)
12. Probability
13. Average Trade Duration (Minutes)
14. Average Winner Duration (Minutes)
15. Average Looser Duration (Minutes)
16. Longest Trade Duration (Minutes)"
17. Shortest Trade Duration (Minutes)
18. Std Deviation Trade Amount
19. Std Deviation Winner Amount
20. Std Deviation Looser Amount
21. Std Deviation Trade Percent
22. Std Deviation Winner Percent
23. Std Deviation Looser Percent
   
   

Screen Sample (Statistical Analysis)
Below you can see a sample of our detailed statistical analysis:

 

 

Copyright 2004-2015, Burkhard Eichberger, Professional Software Solutions
All Rights Reserved Worldwide.