QUSMA Performance Analytics Suite – QPAS
QPAS is a trading journal designed for Interactive Brokers clients, featuring detailed performance, risk, and execution analytics. For an overview of its main features, check out the performance report page in the documentation.
Features:
- Detailed performance statistics, at the portfolio, strategy, and trade levels
- Ex-post risk analytics
- Benchmark and backtest comparisons
- Execution analytics
- Trade journal
- Automation through scripting
Requirements:
- .NET Core 3.1 or higher
- QDMS (Optional, needed only for some features: benchmarks, execution analysis, and charting)
Screenshots:
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- Performance overview
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- Per-trade stats
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- Monte Carlo simulation, with equity curve confidence intervals and max drawdown distribution
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- Benchmarking
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- Execution analysis
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- Expected shortfall
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- Trade annotations with rich text and images
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- Trade overview
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- Maximum adverse excursion (MAE)
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- Relative capital usage by strategy
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- Performance by instrument
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- Average cumulative returns per day
QPAS: Open Source Trading Journal w/ Performance, Risk, and Execution Analytics - Traders Hideout | Big Mike Trading says:
[…] capabilities see the performance report documentation. You can find a bunch of screenshots here. The port is still very fresh so I'd really appreciate your feedback. For bug reports, feature […]