Create full fx/financial trading history performance report

$65
1
Delivery in
4 days

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What you get with this Offer

I am a CFA Charterholder (CFAI) and a Certified Financial Risk Manager (GARP) and have over 16 years experience as
a systematic/algorithmic financial derivatives trader having worked for a number of brokerages and hedge funds based in London.

I will turn your historic trading data into a full interactive HTML based performance report that you can open and view in your browser. It will be tailored to your specific data and chosen financial instruments, showing a whole range of statistical analysis and visualisations including p&l/equity curves, drawdown curves and durations, Sharp ratio/Calmar ratio/Pain to Gain ratio and numerous performance and risk metrics to name just a few.

The full list of stats will include:

Start Capital
End Capital
Total Net Profit
$ Winning Trades
$ Lost Trades
Profit Factor
Total Return
Annual Return
CAGR
Max. $ Drawdown
Max. % Drawdown
Max. Drawdown Duration (days)
sharpe ratio
SQN score
SQN human
VWR score
PRR
annual volatility
r squared
Yearly Skew
Yearly Kurtosis
Average Drawdown (%)
Average Drawdown Days
Ulcer Index
95% VaR (1 Month)
95% VaR (1 Year)
number of trades
twelve_month_win_perc
%winning
%losing
avg $ winning
avg $ losing
best winning trade
worst losing trade


Depending on the structure of the historic trading data or simulated backtest data, the performance report should be delivered within 3-4 days.

Get more with Offer Add-ons

  • I can include tailored Monte Carlo simulations to provide additional insights and statistics

    Additional 1 working day

    +$38
  • I can provide Python code base enabling you to run and produce updated reports unlimited times on

    Additional 1 working day

    +$250
  • I can analyse the output of the report and create report with recommendations, findings and conclusions

    Additional 2 working days

    +$188

What the Freelancer needs to start the work

Historic trading data in csv file or txt file format. Will also accept MT4 or MT5 reports in html format.