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Thank you. I see that there are a couple of parameters that I can use. You are right I don't have the time and guts to write library of my own. I think there is at least one that will suit my needs, but I didn't find it yet. Here is example for various statistical outputs from one of the...

Thank you GoIllini & Springer. I think I didn't explain myself properly. What I'm looking for is a "Tool" or "Library" that can take as input trading log and will allow me easyly calculate various statistics like maximum drawdown, sharpe ratio etc. (I don't want to create code for implement...

Thank you! Looks like overkill for my problem, but I'll definitely check this out. Any other ideas?

Hi! I've a question. I've developed number of quantitative trading algorithms and now looking for the way to optimize input parameters. I've decided to "run" the algorithms with various permutations of input parameters and the store historic trades in database. Now what I'm looking is...