So i got this raw data
Link to some of the raw data, so you can copy paste into excel etc
https://codeshare.io/5QNPoWIt will always look like this format, but can sometimes go back 10 years, other times 5 years, and a few times maybe like 50 years.
So what do i need:
- When i copy paste this into excel (or something else if thats easier), i need to automaticly calculate 3 things using the "Exit date" as dates and "Abs perf", being the numbers i wanna sumarize:
1. Abs perf sumarized per month (for example if its 5 years worth of data, i wanna see "Abs perf" summed for 2015 Jan - 2015 Feb - 2015 Mar - (...) - 2020 August
2. Abs perf sumarized per quarter (for example if its 5 years worth of data, i wanna see "Abs perf" summed for 2015 Q1 - 2015 Q2 - 2015 Q3 - (...) - 2020 Q3
3. abs perf sumarized per year (for example if its 5 years worth of data, i wanna see "Abs perf" summed for 2015 - 2016 - (...) - 2020
sidenote: if a month/quarter/year has no trades (no abs perf), i need abs perf to be 0. For example if Backtest A contains data from 01.01.2015 and Backtest B also has data from 01.01.2015 then the amount of months and quarters and years should be the same, even if Backtest B have several months without any trades. Those months should then see a sum = 0 for those months. So when graphed later, where i maybe look at the accumulated "abs perf" for each backtest, i have the same amount of data points, same goes for calculating correlation etc.
Why do i need it:
I want to be able to graph different backtests and compare the backtest results to each other, based on abs perf. So i want to be able to graph them, and i want to calculate monthly/quarterly/yearly correlation etc.
PM me for questions or if you need more data or whatever.
This post was edited by MongoBarnet on Aug 10 2020 07:31pm