Reports
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The Reports upgrade adds a functionality for report generating for QuantSense. The output is a bunch of files: pictures, .css style and a web page, which can be viewed directly in QuantSense, in any browser or it can be uploaded to your web site.

Reports can be customized in various ways. This is the Settings screen for a report:

Template

You can select how your report will look like. I have prepared two basic designs called QuantSense and Iridium.

Report mode

Report mode can be switched from 'Union' to 'Compare' (and back). The standard way how QuantSense works when computing any data is that it takes all your trades from all your selected accounts and computes the data for all of them once. So you have one set of statistics, one profit curve and so on. Mathematically speaking, it makes a union of all trades from selected accounts. The 'Compare' mode is an another cup of tea. In this mode QuantSense will treat all your selected accounts separately. It means it will compute a set of statistics for every selected account and show them in a table so that you can compare your results for every selected account alone. Moreover, the profit charts will contain one curve for every account. All of them will start at x=0 with first trade. The same is true for all other charts shown in your report.

Trade list

By switching this switch from 'Hide' to 'Show' you can set QuantSense to hide or show the list of trades in your report. Sometimes, one needs only to see some stats and charts and a list of trades is just a noise in the report so here you can switch it off when needed.

Profits

By switching from 'Show' to 'Hide' you ask QuantSense to hide your profits. This option will not only hide profits of your trades, but volumes too and all the data and stats from which your absolute profits can be estimated as well. It is pointless to hide your profits only when other people can see that your are trading 10 lots positions for example. Even after hiding the profits there are enough data that show how good you have been doing in the reported period. Simply try this option and see.

Custom granularity for profit chart

This is an option known for all owners of 'Stats progress charts' upgrade. By activating this switch you can set custom time granularity in profit chart. With this setting off QuantSense is showing the profit curve on per trade basis. If you want to see more general view you can ask it to compute this curve monthly for example. This option is usefull when comparing two trading bots trading on the same time period but with different trading frequency. You just check how much is each bot earning monthly and you get better overview of their performance.



Report examples

In the following links you can see some examples of reports generated by QuantSense with various settings. The data used for reports in these examples are from simulations of two trading strategies on EURUSD (named Strategy 1 and Strategy 2 in examples). Strategy 2 is a slight modification of Strategy 1 and reports in compare mode nicely compare both versions. All three examples are generated from exactly the same sets of data (last year of simulations).
  • Report in Iridium design, compare mode, profit chart in monthly granularity, trade list hidden: report
  • Report in QuantSense design, compare mode, hidden profits, profit chart drawn per trade: report
  • Report in Iridium design, union mode, full trade list, profit chart drawn per trade: report