RuleTrader’s powerful Account & Trading Performance Reports module offers over 120 reportable parameters. These are used to provide insight into the performance of your trading system, either when back-tested or when used as a live system. They also provide account reports (RuleTrader supports multiple trading accounts) that offer a complete history of trades, profits & losses, and all cash transactions.

The Reports dialog is reached by clicking the Reports button in the panel in the top left-hand corner of the main OHLC price chart in the RuleTrader Test or Live layout (you may need to click the ‘+’ icon in the panel to expand it first). You’ll use this dialog whenever you wish to run Account Transaction or Trading Performance reports on your back-test data or Live session data. The output of these reports is displayed in the console and can be output to a text file or a comma separated values (.csv) file, which can then be opened in Excel (see Report Settings).

On the right-hand side of the dialog are buttons to run all the reports that have a checkmark on the dialog, to save changes to the report settings, and to set additional global Report Settings for all reports. The settings and reports listed on the dialog are as follows:

• Run report from: this optional setting allows you to specify the time period to be reported on. Leave it unchecked to report on all data in the selected account(s)
• Accounts To Include: All accounts that have data in the current session will be displayed in this dialog group. Check those accounts whose data you wish to include. At least one account must be selected.
• Account Transaction Reports: reports to value your portfolio, list cash-transactions and trades, and analyse the profits generated by each trade
• Trading Performance Reports: provide 120 reportable parameters to analyse the performance of your trading system by account, share, period, trade-type, trading rule and trading strategy