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Using Microsoft Excel to Track Algorithmic Trading Systems Portfolios


The Portfolio Calculator combines the end of day combined equity curve for a different combination or portfolio of trading systems. The equity curves are exported daily from Tradestation with slippage and commission and we use calculations in Excel to determine how much diversity we see in the portfolios by combining the equity curves selected in a drop down menu. This allows us to study the metrics of the portfolio including Total Profit, Max Drawdown, Current Drawdown, Drawdown Duration, Sharpe Ratio, etc.


The Diversified Portfolio 57 (250K) and the 50K Portfolio hit equity peaks yesterday.


The latest Portfolio Calculator can be downloaded with results through 10/08/2025.

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U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results.

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CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

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