Report Analysis Tool

I am not sure if this subforum is a correct place to post it but I hope it is.

I've created an online Forex report analysis tool that shows a lot of different metrics based on MT4/MT5/Oanda account reports (and MT4/MT5 Strategy Tester reports). Works only with HTML reports:

http://www.earnforex.com/analyzer/analyzer.php

This tool is completely free and will always remain such. It's currently in beta and thus lacks any decorative design. I'd like to hear your opinions - do you need such a tool, what would you like to see added to it, changed, etc.?

The main idea of the tool is to help analyze trading strategies - it can show many metrics for several currency pairs and for many time periods.

It sounds similar to trade tracking services offered by myFXbook, FXStat and ForexFactory (recently), but it only analyzes reports, without connecting to your trading account.

hey enivid..... very interesting...... some of those calculations and ratios have eluded me...... ross had posted the z-score math some time back but it was quite complex...... or at least complex for me......

what is the line 39 for........h

It isn't. It belongs in the commercial section.

It will "close" all the positions in the report and count their profit/loss in the analysis.

Z-Score is easy compared to Risk of Ruin .


OK. I hope mods can move there then.

Fixed some minor bugs, but there still remains a problem with balance charts for the reports that aren't sorted by order close date.

Updated to version 20110422:

Fixed report analysis for reports produced by MQLsoft's ReportManager.</li>
Added an error message to be displayed when an unknown report type is submitted.

Please report if you encounter some bug or if the tool fails to produce a complete analysis for your report.

Updated to version 20110423:

Fixed starting balance display format.
Fixed balance chart display for some MT4 reports.
Fixed pie charts display (particularly when more than 10 trading instruments are analyzed).

Updated to version 20110424:

Fixed problems with analysis and display for reports with either only winning or only losing positions.
Fixed minor Risk of Ruin calculation bug.
Fixed pie charts bug when no data to display.
Fixed minor flow in Losses in Row chart display.
Fixed minor problem with HTML markup.

Updated to version 20110424a:

Fixed Main Data table display for reports containing only one currency pair.
Fixed problem with recognizing MT4 Strategy Tester reports in languages other than English.
Fixed negative Linear Regression chart display.

Updated to version 20110426:

Now it correctly displays Ulcer Index and GHPR values for the reports that consist of only one trading instrument.

Updated to version 20110427:

Chinese character encoding is now processed properly.
Pie charts now don't display extra zero values for winning/losing positions for pairs that didn't have those.

Updated to version 20110506:

Volume numbers are now displayed correctly for Oanda reports (previously, didn't normalize units to standard lots).

Weekday data is now available for almost all metrics.

It looks like it won't be possible to add support for Marketiva or Currenex reports. Marketiva only stores transaction data for the latest month. Data in Currenex report is badly linked.

Are there any other popular trading platforms that have the report feature that could be incorporated into my Report Analysis Tool?

Updated to version 20110509:

Added calculation of the annualized Return on Investment (ROI %) by currency pair and overall.

Updated to version 20110510:

There are three types of ROI now: plain (calculated also for all time periods), annualized real and annualized theoretical. The last one uses only time when the position was kept open, while the real one uses the time passed between the moment when trader started to trade the currency pair and the moment when the last position for this pair was closed.

Updated to version 20110511:

Added a summary table with the basic report data - platform, period, last trade, starting/highest/lowest/end balance.