System Performance Summary - Ver1

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System Performance Summary - Ver1

Postby NW27 » 19 Aug 2012

I have a couple issues with the back testing "Strategy Performance Summary"

1. Excessive information spread over heaps of screens. Even after exporting to Excel
2. There is no analysis of the Exits Strategies ie how many times the Initial Stop/StopLoss was hit, Breakeven hit, Trailing Stop etc

So to this end, I created a spreadsheet that loads in the information from a "Strategy Performance Summary" and produces a single page report with what I feel is the critical information.

The excel file is inside the attached zip file. It uses macro's, so you may get a security warning ? It was also created with Office 2010, so I'm not sure if it will work on early versions of Office or not.

To use it -
1. Run MC and export a Performace Summary report in XLS (Excel) format.
2. Open the "MC Import Template - Ver1.xlsm", accept any security warnings.
3. Click on the ""Import File (Ctrl R)" button.
4. Select the exported file from step 1.
5. You will see things jump around on the screen.
6. When the import has finished, it will ask do you want to save changes to the original file from step 1. Typically say NO.
7. It will now ask you to save the new condensed file. Say Yes.

That's it .

Here is a sample after the import -
Sinans Tweaked.jpg
Sinans Tweaked.jpg (274.97 KiB) Viewed 789 times

This report works well with NWT Exits.
MC Import Template -
(22.58 KiB) Downloaded 203 times

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