Portfolio and Money Management Tools

Money Management and Portfolio Analysis Tools

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Description and Overview

Sample of Data Input and Summary Page

Sample of Historical Portfolio P&L Statistics Page

Sample of Cumulative Equity Chart

Sample of Annual P&L Chart

Sample of Annual P&L Distribution Chart

Sample of Drawdowns Chart

Sample of Drawdowns Depth ($) Distribution Chart

Sample of Drawdowns Length Distribution Chart

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Description and Overview

longtermtrading.com offers 2 simple, yet extremely useful and valuable money management and portfolio analysis tools in Excel spreadsheet templates (Note: Spreadsheets requires Microsoft Excel 97 or higher - not provided with these spreadsheets). The spreadsheets utilize either Fixed Fractional or Fixed Ratio* money management principles. Each of the spreadsheets allow you to input your running account trading profits and losses and, with one click of the mouse, automatically calculate the Recommended Next Number of Contracts to Trade according to either Fixed Fractional or Fixed Ratio* parameters as determined by you.

The spreadsheets also can be used to calculate all the normal historical portfolio P&L statistics including Net Profits, Maximum Closed Trade-to-Closed Trade Drawdowns, Longest Flat Period, Maximum Number of Contracts Traded, etc. (see below for full list) under a particular money management scheme over the specified time frame. They even print out a variety of charts including Cumulative Closed Trade Equity, Annual P&L, Annual P&L Distribution, Drawdowns, and DD Depth and Length Distribution Charts. By importing trade data directly from either our Windows-based software or from TradeStation studies into the spreadsheets, historical evaluation of portfolios of different commodities can be easily accomplished with different Fixed Fractional or Fixed Ratio* money management schemes you specify. Want to know the average drawdown depth and the average annual profit of a WaveRider portfolio of corn, hogs, yen, coffee, sugar, and crude oil combined with an Anomaly portfolio of bean meal, cattle, cotton, gold, and US Bonds using a 4% Fixed Fractional risk vs. a 2% risk? No problem! These spreadsheets can do the work in minutes. We even provide the 31-year trade-by-trade data for every single commodity for weekly data through the end of every 6 month test period to enable you to start testing portfolios immediately without even starting our software or TradeStation!

Some claim these money management tools are worth the price of the entire system by themselves. They are invaluable tools for your trading survival - every bit as important as your trading system itself. Custom software that functionally accomplishes little else is now on the market for $1,500 - $2,000 - or about 10 times the cost we charge for each spreadsheets.

Following is a partial printout of the Fixed Ratio and Fixed Fractional spreadsheets for the Ready-Set-Go WaveRider systems, respectively, utilizing over 800 trades over the most recent 10 year period as well as samples of all charts generated within the same spreadsheet.

* The Fixed Ratio method was developed and is Trademarked and Copyrighted by Ryan Jones