Hey Folks:

These days some posts were about the problem of analyzing the backtests results, and the need of more log.

After thinking about it I realized that the engine already gives us all the information we need to fully analyze the backtest in the downloadable trades log. But that data need to be processed in order to obtain valuable information.

What can be considered valuable information? To begin, just the basics: the daily algorithm equity curve, the daily volume traded by stock, the daily result by stock. Maybe you can help me naming some others?

I see two options to extract the information from the trades data:
- Make a program to process the trades data.
- Make the engine generate the info and make it available just like the trades data: I think this is a better option because the engine already estimates those values through the rolling statistics. Or, at least, the info is easily available from Transaction and Trade QCAlgorithm properties.

So, what do you think?

I’m available to help in the development of this issue.