Trading Performance Analyzer (TrdPerfAna) by Professional Software Solutions

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:

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Intuitive Drawdown Chart:
You can switch to the drawdown chart - just click the

button in the toolbar:

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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:

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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 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