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Hi fellow pip-makers.
I would like to start a discussion thread to share some knowledge and methodologies, and to help our collective learning.
HOW DO YOU ANALYZE YOUR PORTFOLIO AND TRADING PERFORMANCE?
Dukascopy provides some useful information in their various portfolio reports for live and test trading, as well as some useful information via the browser-based report for historical testing.
By this thread, I hope to create a forum to share portfolio analysis tools, and I kick off by offering the tool, I use on a daily basis.
My trading strategy development requires running thousands of scenarios in Historical Tester, and to analyze the relative performance of the promising candidates. To this extent, the tools provided by Dukascopy are inadequate, and I therefore analyze in Excel.
I use the attached spreadsheet, where I upload the historical tester transaction data (via the true & tested copy+paste from my browser) - and the spreadsheet provides me with various relevant information for my analysis.
To use my tool, you need to copy+paste the closed trades into the sheet "Trade Data", and pull the calculation cells up/down to match your number of trades; to populate your equity amount into sheet "Result" cell B19; and to refresh all pivot tables. The remainder sheets provides analytical results.
To prevent accidental overwriting, I have locked the sheets (blank password).
Disclaimer: the excel tool is my working tool - I have not beautified it, and I do not guarantee its accuracy. It is built for EURUSD use.
I hope others will share their methods or tools.
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TEMPLATE_ANALYSIS.xlsx [230.96 KiB]
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