FREE TRADING TOOL
A free Excel trading journal built for quantitative analysis. Sharpe, Sortino, drawdown, VaR. Not just a trade log. Download instantly, no email required.
— DOWNLOAD
Free .xlsx file with pre-built formulas. No email required.
.xlsx. Works with Excel, Google Sheets, LibreOffice
— PREVIEW
These are the actual layouts from the generated file. The Dashboard tab auto-calculates all metrics from your Daily Equity entries.
| 1 | DASHBOARD — QUANTITATIVE TRADING JOURNAL | |||||||
| 2 | Period: 2025-01-02 → 2025-03-22 • 60 trading days | |||||||
| 3 | PERFORMANCE | RISK RATIOS | VaR & STATS | |||||
| 4 | NAV | $52,847 | Sharpe Ratio | 1.84 | VaR (95%) | -0.89% | ||
| 5 | Total Return | +5.69% | Sortino Ratio | 2.31 | CVaR (95%) | -1.08% | ||
| 6 | Ann. Return | +24.3% | Calmar Ratio | 8.4 | Downside Dev | 8.4% | ||
| 7 | Volatility | 12.1% | Max Drawdown | -2.89% | Expectancy | +0.87R | ||
| 8 | Profit Factor | 1.74 | Current DD | 0.00% | Trading Days | 60 | ||
| 9 | Win Rate | 57.1% | Best Day | +1.67% | Win Streak | 5 | ||
| 10 | Avg R/Trade | +0.87R | Worst Day | -1.34% | Loss Streak | 3 | ||
| 11 | ||||||||
— WHAT'S INSIDE
Most Excel trading journals are glorified trade logs. This one is a performance analysis tool with institutional metrics.
Record trades with auto-calculated P&L. Entry, exit, fees, net result.
The core sheet. Daily equity snapshots including open positions. The foundation for TWR calculation.
Auto-calculated: Sharpe, Sortino, Calmar, Volatility, Max Drawdown, Profit Factor, Win Rate, VaR.
Month-by-month performance grid with YTD totals. Spot consistency patterns at a glance.
— SAMPLE DATA
Forget trade-by-trade journaling. Your equity curve tells the real story. This is what institutional investors look at.
60 days of sample data included. Replace with your own.
— PRE-BUILT FORMULAS
Every formula references your Daily Equity sheet. Add your data, get instant quantitative analysis.
(R − Rf) / σ
Risk-adjusted return. Above 1.0 = solid, above 2.0 = exceptional. Uses 2.5% risk-free rate.
(R − Rf) / σd
Only penalizes downside volatility. Better than Sharpe for asymmetric strategies.
σ × √252
Daily standard deviation scaled to annual. Measures the dispersion of your returns.
max(peak → trough)
Worst peak-to-trough decline. The number that keeps fund managers awake at night.
CAGR / |MaxDD|
How much return you earn per unit of drawdown risk. Higher = more efficient risk-taking.
ΣW / |ΣL|
Gross profits divided by gross losses. Above 1.5 = robust, below 1.0 = losing money.
Percentile(r, 5%)
Historical Value at Risk. The worst daily loss at a given confidence level.
E[r | r ≤ VaR]
Average loss beyond the VaR threshold. More conservative than VaR alone.
— LIMITATIONS
Anyone can type any number. Excel data is self-reported and unverifiable. There is no way to prove your track record is real to a third party.
Comparing your returns to SPY or BTC requires manually importing market data. No alpha, beta, or correlation analysis.
Monte Carlo simulations, parametric VaR, scenario analysis, rolling Sharpe. None of this is feasible in a spreadsheet.
You have to manually enter every trade or equity snapshot. One missed day breaks your data continuity.
— FAQ
Sharpe Ratio, Sortino Ratio, Calmar Ratio, Annualized Volatility, Maximum Drawdown, Profit Factor, Win Rate, VaR 95%/99%, and CVaR. All metrics auto-calculate from the Daily Equity sheet. No manual formula editing required.
P&L (Profit & Loss) measures absolute dollar gains but is distorted by deposits and withdrawals. Time-Weighted Return (TWR) eliminates the impact of cash flows, making it the industry standard for comparing trading performance. This template uses daily equity snapshots to approximate TWR.
Sharpe Ratio = (Annualized Return − Risk-Free Rate) / Annualized Volatility. In this template the formula is pre-built in the Quantitative Metrics sheet, referencing your Daily Equity data. The risk-free rate defaults to 2.5%. Adjust it in the formula if needed.
Yes. The .xlsx format is compatible with Google Sheets, LibreOffice Calc, and Excel. Chart images are embedded as PNG files. Some conditional formatting may render slightly differently in non-Excel applications.
A trade log records individual trades. This template is a performance analysis system: the core is the Daily Equity sheet, which tracks total equity including open positions. This enables drawdown analysis and risk metrics. The same approach used by institutional fund managers.
Maximum Drawdown is the largest peak-to-trough decline in your equity curve, expressed as a percentage. It measures survivorship risk: a strategy with a 50% drawdown requires a 100% gain just to break even. Allocators and fund managers consider it the most critical risk metric alongside return.
— GO FURTHER
.xlsx. Works with Excel, Google Sheets, LibreOffice
AuditZK syncs your exchanges automatically and computes institutional-grade metrics (Sharpe, VaR, Monte Carlo, benchmark comparison) with cryptographic verification. No manual entry. No self-reported data.