I like to constantly test and validate my strategies and portfolios. I have spent the day trying out the Market System Analyzer tool. Typically we use my Portfolio Calculator in Excel or MultiCharts to see the combined system reports. It can take a full day to set up some of these portfolio reports since we export the XML files for Market System Analyzer and when you go back to 1997 on 1 minute charts, it can take some time (30 - 45 mins on some single reports alone). The video explains the analysis in more detail below. Also, below the video you can download the performance reports for the 25K Portfolio for the MHT, XML, and Daily PL files with slippage and commission numbers explained in the video.
I have included all of the individual reports so that each system can be analyzed separately and custom portfolios could also be built.
Reports Below are through October 31, 2016
Download Tradestation Performance Reports (6.5 MB Zip File)
Download Tradestation XML Files (95 MB Zip File)
Download Daily PL TXT Files (82 KB Zip File)
Market System Analyzer Software
(they have 30 day free trial)
*This is an independent recommendation as I
have no relationship with Market System Analyzer
The slippage and commission per round turn is: