Exporting Backtesting Results to Excel
Author: bkduper
Creation Date: 11/11/2015 7:22 AM
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bkduper

#1
I've read through the guide, watch videos, but nothing shows how to export a particular strategies backtesting results page to excel? I want to run more calculations after doing 5-10 backtests to see things like Sharpe ratios etc.

HOW DO I GET THIS DONE? THANKS FOR ANY HELP IN ADVANCE!!!!!
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Eugene

#2
You can right-click and export Trades and/or Equity by copying them to clipboard. However, you don't need to export to Excel to see Sharpe ratio because Wealth-Lab already calculates it. If you're not seeing Sharpe, Max Drawdown % or Exposure, then you're in Raw Profit mode. Since there is no starting capital by definition, Sharpe can't be calculated in RP mode. On how to switch to Portfolio Simulation mode, please see the User Guide (Help menu) > Reference > Data Panel > Position Size Control > Portfolio Simulation Mode.

Additionally, our "performance visualizers" double your ability to analyze backtesting results:

1. MS123 Performance Visualizers library which includes

Closed Equity, Contribution pie chart, Equity+, Drawdown % with open/closed equity + moving average, Performance+, Portfolio Inspector, Snapshots, Trade Graphs (Profit By Day of Week, Profit By Month, Risk/Reward Ratio, Rolling Performance Metrics, Trade Life, Trade Stability etc.)

Here's an incomplete list of performance metrics included in Performance+ (click).

2. Extra Performance Visualizers: Analysis Series, Monte Carlo Lab
3. Heat Map

P.S. To get the extensions you have to be a Wealth-Lab customer, though.
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