Many quants have multiple accounts... some for algo based trades and some for manual trading.
You might find it informative to replay your manual trades back thru the Quantopian backtester to see what garyha's excellent pvr reporter finds and also run Q's Research pyfolio tool to the backtest.
To me this is a good way to visualize and measure performance. I call it an orderbook algo because the algo isnt thinking on its own; it is just replaying the trades that were made.
Just for fun, I thought I would run it with the trades reported by one of the top traders currently on the collective2 site - JamesFraser's "VIX DayTrader" https://www.collective2.com/details/98408819 .
(Recap: collective2 lets you copy/follow traders who are making trades (presumably) in their own account with real money. The trades are published by collective2 after the position is closed. The orderbook can be downloaded as a CSV and with a bit of data-wrangling converted to a python dictionary. collective2 also does a recreation of the performance using the same technique with lots of backtest metrics as well.)
In this example, the first trade is 17Nov2015. pyfolio needs 6 months of data so the Q backtest starts in Oct so there is few weeks of idling at the start.
Its a fun exercise so I thought I would share how I did it.
Disclosure: I have no connection with collective2 or with the VIX DayTrader trader.
|Returns||1 Month||3 Month||6 Month||12 Month|
|Alpha||1 Month||3 Month||6 Month||12 Month|
|Beta||1 Month||3 Month||6 Month||12 Month|
|Sharpe||1 Month||3 Month||6 Month||12 Month|
|Sortino||1 Month||3 Month||6 Month||12 Month|
|Volatility||1 Month||3 Month||6 Month||12 Month|
|Max Drawdown||1 Month||3 Month||6 Month||12 Month|