Import / Data input

  • One-click automated import for several brokerage firms
  • Lot of semi-automated importers via excel or csv files
  • Manual data input

Trade Journal

  • Each position has an attached word like document
  • Master journal for non-trade related notes
  • Combined journal of positions

Trade/Position accounting

  • Supports multiple accounts
  • Supports multiple portfolios via virtual accounts and custom allocation of real trades to a portfolio
  • Multi-currency support. Handling trades in foreign currency with conversion rate. The software calculates the PnL in base and in the trade currency
  • Generation of Net Asset Value (Total Equity) based on the positions and historical data
  • Storing data for cash transactions (broker and data provider fees, dividend, interest paid and received)
  • Adding modifiers(dividend, payment in lieu of dividend, interest etc.) to positions for better view of real profit or loss

Tags

  • Tag your trades with as many tag as you want
  • Filter for tags to drill down the performance of each strategy
  • Maintain existing tags with deleting or renaming one

Historical Data download modules

  • Interactive Brokers
  • MetaTrader 4
  • FXCM API based
  • OANDA
  • Questrade
  • Yahoo finance

Price charts

  • Fully featured stock chart module
  • More than 100 indicators and chart studies
  • Plot trades on chart

Filter positions and generate reports by

  • Tags
  • Trading Plans
  • Accounts
  • Portfolios
  • Underlying symbol
  • Ticker
  • Long or Short
  • Asset Categories
  • Profit or Loss
  • Currencies
  • Duration

Post modern portfolio theory risk metrics

  • Sharpe ratio
  • Sortino ratio
  • Compare your account, portfolio to benchmarks
  • Value added weekly and monthly index
  • Standard deviation
  • Annualized return
  • Excess return
  • Downside deviation
  • All metrics can be annualized weekly, monthly and yearly based on the given risk free rate and minimum acceptable return

Stop and target based risk metrics

  • Initial risk
  • Initial risk percent to total equity
  • Current risk
  • Current risk percent to total equity
  • Risk / Reward
  • Calculating average risk
  • Calculating average risk percent to total equity

Performance management

  • Calculating Internal rate of return
  • Calculating Time weighted rate of return
  • Winning and losing positions
  • Winning and losing percentage
  • Average profit and loss
  • Gross profit and loss
  • Max consecutive wins and losses
  • Expectation
  • Expectation %
  • Profit Factor
  • Average R Multiple

Net asset value (Total Equity) based reports

  • Equity curve
  • Equity gain or loss in daily, weekly, monthly, quarterly and yearly resolution
  • ROI (return on investment) Pivot Grid
  • Leverage. Calculating leverage based on net asset value and the total amount of positions
  • Drawdown

PnL reports based on closed positions

  • Cumulative in daily, weekly, monthly, quarterly and yearly resolution
  • Distribution
  • Time distribution
  • Instrument distribution
  • Point distribution

Options strategy handling

  • Recognizing more than 25 options strategies like all vertical, horizontal and diagonal spreads, Condors, Straddles, Strangles, Collar, Covered Call and Covered Put
  • Adjustment support
  • Custom strategy support

Tax Reports

  • Capital gains report
  • Support non-base currency tax report
  • Downloading exchange rates from Central Banks based for proper handling of non-base currency trades. Currently AUD, CAD, EUR, HUF and PLN are the supported currencies.
  • Dividend report

Position Sizer

Position Sizer
  • Chart based position sizer
  • Drag and drop stop and target lines
  • Calculates Current Risk, Current Risk %, Risk Reward and theoretical profit
  • Three different position sizing methods: Fixed size, Fixed amount and Percent of risk