In case anyone is interested, I created a simple Python script to parse the JSON file you can export from QC for the backtests. You can check it out and reuse here:
It is not as robust as the LEAN Report Creator in R, but I found it convenient for trade analysis. I have the script create a single Excel workbook with different sheets corresponding to the different levels of the JSON output from QC. Feel free to use it if you find it helpful. I am self-taught with coding so I am sure it is riddled with inefficiencies but it works well for my purposes.
Thanks,
Aaron
Andres Arizpe
Great work Aaron, you've saved me many hours of trying to first understand and then parse the JSON.
AA
Aaron Gilman
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