- Customer Reviews (0)
NinjaTrader Portfolio Analyzer provides a simple way for users to combine the performance of numerous trading systems in to one single report. The purpose of this report is to allow traders to see historical performance of an entire portfolio of systems (representing their entire account) as opposed to one single trading system at a time.
Finally there is a way to achieve simulated portfolio performance in NinjaTrader!
- Combine performance of numerous trading systems in to one single report
- Powerful graphs displaying important performance measures
- Flexible portfolio design
- Periodic calculations including VAMI (Value Added Monthly Index), Sharpe ratio, and Sortino ratio
Review information such as total net profit, profit factor, maximum drawdown, percent profitable and more.
View detailed graphs on cumultaed net profit, drawdown, trade profit and loss, maximum adverse excursion and maximum favorable excursion.
View returns daily, monthly or annually. Calculate Sharpe ratio and Sortino based on the display period.
View detailed trade by trade information for every trade in the portfolio.