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Trade analysis tool?

The trade list .CSV QC can output is highly valuable when it comes to understanding what the algo is doing. I made a small tool to extract some statistics from it like per symbol gain/loss etc, but I'm feeling like I'm reinventing the wheel now when I need to expand it further. Has anyone made and shared a tool for the trade list .CSV, or is there otherwise some existing software that can read it?

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I begun making a better looking version of it at 

https://github.com/4real/qctradeanalysiswww.petterhansson.se/screenshots/qctradeanalysis.png

I will consider implementing anything I can use myself so feel free to make requests. It's not intended to be a replacement for writing a  specialized trade analysis tool, it's more to give a check overview of the "health" of a backtest. E.g. see if some symbol is contributing more to returns than others, same with long or short positions, or a certain time range.

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Sweet! We're actually just hours from shipping one inside the QC IDE :) ! We're doing to open source our tool as well so would welcome contributions to make it better! We didn't think about the Trades over time but I'll ask Xiang to add that to the reports as well!

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Xiang Li  -- also note the long short balance chart. Pretty cool.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hilarious timing then haha, will be very good to have it integrated in IDE!

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You should see the "report" tab at the bottom of the backtest results now -- it takes about 30s to create a report but then you get a full PDF download etc. Its still under heavy development so if you think of charts we can add to make it better please let us know.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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