The Trading Performance reports are one of RuleTrader’s most powerful features. Over 120 reportable parameters are available to help you discover exactly what makes your trading system tick, the results it produces, and the improvements you can make to enhance those results. Most figures are reported gross of charges and charges can be broken out separately.

Report parameters can be saved in named parameter sets for each report, making it easy to switch between the parameters that are included in a report. So you can quickly focus on different data sets, according to your requirements.

The trading reports can break-down your data on up to 6 dimensions: Account, Period, Share, Trading Strategy, Trading Rule and Trade Type (e.g. Open, Close, Increase, Decrease, Take Profit and Stop Loss). A number of reports, already split by the most useful dimensions, are listed in this dialog group, or you can use the Custom Trading Performance Reports group to create a custom report split by any of these dimensions in any order you choose (see the description below).

To display a report, simply tick the checkmark next to its name, pick a named parameter set from the report’s associated drop-down list, then click the Run Reports button.

The report parameter set specifies the parameters to include in the report. You can edit or create a parameter set by clicking the Edit Set button next to the report’s parameter set drop-down list.

Click here for a description of the calculation methods for each reportable parameter available to you.

Clicking the Add Report button, in the Custom Trading Performance Reports dialog group, displays the Select Custom Report Dimensions dialog:

Simply select one or more of the 6 available report dimensions (Account, Period, Share, Trading Strategy, Trading Rule and Trade Type), in the order that the report should be broken down, by these dimensions, and click Ok.

This will display that report in the Custom Reports group and next to it you will see the standard checkmark to include the report, a parameter set selector and the button to edit the parameter set. There are also buttons to Edit the reports dimensions, or to Delete the report.

Most reports deal with positions and the profits, gains, losses and returns from those positions. The exception are the Trade Type and Trading Rule reports, which report on the trades at either end of (and sometimes part way through) a position.

So any report parameter in these trade focused reports, which is related to a position as a whole (e.g. the aforementioned profits, gains, losses and returns), will be aggregated for each trade, so different trades may include the same value. This means that, for example, the same profit amount may be included in the total for the buy trades and the sells trades. So they are effectively double-counted in these totals and thus the totals won’t be the same as the totals shown in the position focused reports.

Because of this, these reports can only give you an idea of the profits etc. that a trading rule, or a type of trade, contributed to, not the profits they were solely accountable for.