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:

https://github.com/aarongilman/qc_json_parser

 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

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