Accounting Trade information Utility Information extracted form MT$ databases. What is required? The following information in the format specified. Each requirement is a separate indicator/ utility with the same functionality with one objective in mind : To track the trader performance at any given time. The functionality: Since there is allot of information and chars the information must be detachable or occupy a separate windowscreen , The size of the font and the size of the report shall be custom size, of course a default is granted, 1. History of trades ( Requiered to extract the information on a separate block in order to obtain all the necessary information for charting and statistics ( this will be the master block … form history MT4 database) 2. Present trade information with statistics Example 3 and 3A 3. Consolidated information of all traded symbols with statistics ( Example 3A) 4. Chart #1 Equity Vs. Time (of the chosen report. could be in $, PIP’s, or consolidated. all the symbols traded in that terminal account) If requested. 5. Chart #2 Drawdown Vs time (of the chosen report. could be in $, PIP’s, or consolidated. all the symbols traded in that terminal account) if requested. 6. Chart #3 Sharpe ratio Vs. time 7. Chart #4 Pips’ P/L vs. Time 8. Small detachable trade information board (Extracted form the main board. (Examples 4 and 5) 9. All the information shall be extractable to Exell for further analysis . Hystory of trades: * Consolidadtes history = of all trades all symbos on/off * Consolidadted history of a particular symbol? Yes / no Simbol name? >>>> * Date , time, # contracts long/ short , total $ , Close time ans date, P/L The process data shall display: * In a separate detachable window * Summary box Haw to calculate the Sharpe Ratio ( example included) The Sharpe Ratio, also known as the Sharpe Index, is named after American economist, William Sharpe. The ratio is commonly used as a means of calculating the performance of an investment after adjusting for its risk which allows investments of different risk profiles to be compared against each other. When using the Sharpe Ratio Calculator, a higher value means greater returns for the portfolio relative to the inherent risk, which means a better investment. Because of the simplicity of the formula, the Sharpe Ratio can be used to evaluate a single stock or an entirely diversified portfolio.   Sharpe Ratio formula Sharpe Ratio = (Rx – Rf) / StdDev Rx Where: * Rx = Expected portfolio return * Rf = Risk free rate of return * StdDev Rx = Standard deviation of portfolio return / volatility   How to Calculate the Sharpe Ratio in Excel? Firstly, set up three adjacent columns. The first column should have the header “Time Period”, or something similar, to split the returns into its relevant periods. To the right, the second column should have the header “Portfolio Returns” (Rx). The final column should have the header, “Risk-Free” (Rf). In the first column, insert the number of relevant periods that there is available portfolio return data for. Optionally, the type of period can be added. For example, if portfolio returns are sorted by years and there are 4 years available, input “Year 1, Year 2, Year 3, and Year 4” into 4 rows within the first column. In the second column, insert the appropriate portfolio return in percentage for the relevant periods. In the last column, insert the risk-free rate for this particular type of investment or portfolio. The risk-free rate should be the same across all periods. To calculate the Sharpe Ratio, find the average of the “Portfolio Returns (%)” column using the “=AVERAGE” formula and subtract the risk-free rate out of it. Divide this value by the standard deviation of the portfolio returns, which can be found using the “=STDEV” formula. Alternatively, depending on the version of Excel in use, the formula for standard deviation may be “=STDEVA”.       Download the Free Template Enter your name and email in the form below and download the free template now! Calculate the Expected Payoff * Profit.Factor = Gross.Profit/Gross.Loss Expected.Payoff = Net.Profit/N Where Net.Profit = (Gross.Profit - Gross.Loss) and N = # of trades