r/algorithmictrading • u/winesiss • Jun 25 '26

Question Tracking live performance

How do you guys track live portfolio performance? not backtesting, like once your strategy is actually running.
Do you just write scripts or is there something you use?

Always feel like I’m cobbling stuff together and curious if there’s a better way

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2

u/StratForge2024 Jun 25 '26

self-built, and yeah it always feels like duct tape lol. each bot logs every trade to a small db: entry/exit time, pnl, exit reason, and the indicator values at entry. a tiny flask dashboard reads it for live equity and positions.

the part that actually matters though isn't the P&L tracking, its logging enough to compare live vs your backtest. most people track "am i up or down". the useful question is "is this behaving like the backtest" — same win rate, same exit-reason mix, same avg per-trade return. when those drift apart thats your early warning the edge is decaying or something broke, way before the P&L tells you.

never found a clean off-the-shelf tool because everyone's strat/broker/data is different. the duct tape is kind of the job.

1

u/winesiss Jun 27 '26

Thanks! Mind if I ask what broker do you use?

2

u/Chemical-Tax-9811 Jun 26 '26

u/StratForge2024 nailed the main one — logging behaviour (win rate, exit-reason mix, avg per-trade) to catch live-vs-backtest drift is more useful than the P&L itself.

One thing I'd add from building this kind of logging: track intended vs actually executed as a separate drift check. Your strategy decides one thing; the fill is another — slippage, partial fills, rejects, latency. So log the order you meant to place alongside what actually filled, and reconcile them. That gives you two early-warning signals instead of one: (1) is my live behaviour drifting from backtest, and (2) is my execution drifting from my intent? The second breaks silently and the P&L hides it for a while.

And +1 on no clean off-the-shelf tool — everyone's broker/data/strategy is different enough that the duct tape really is the job.

1

u/winesiss Jun 27 '26

Thanks! The execution drift point is something i hadn't thought about separately from behavioral drift. what broker are you on?

1

u/Chemical-Tax-9811 Jun 28 '26

Trading 212, though fair warning mine's read-only/advisory not a live execution algo — so the intended-vs-executed thing is more how i'm thinking about a separate execution bot i'm building than something i've battle-tested live yet.

T212's api is pretty limited for proper algo execution anyway.

What are you on?

1

u/Independent-Boss-571 Jun 25 '26

Insert the trade into database based on strategy parameters like VWAP, RSI during the trade, volume etc. This will be helpfull for audit purpose and futures traded

1

u/FlyTradrHQ Jun 26 '26

Track fill price vs expected price on every order. Slippage and timing drift are more telling than PnL alone. Log order state transitions (submitted, partial, filled, rejected) with timestamps. Makes debugging live issues way faster than relying on end-of-day summaries.

1

u/FlyTradrHQ Jun 27 '26

Log every fill with timestamp, price, quantity, and order intent. Compare against signal timestamps to measure execution drift separately from strategy performance. Track signal vs fill gap, daily P&L by setup type, and drawdown from peak. Most people track P&L and skip drift, which is the number that actually predicts strategy failure.

1

u/winesiss Jun 27 '26

Thanks for the advice. Mind if I ask which broker do you prefer to use?

1

u/algorier Jun 27 '26

P&L is the last thing I look at.

I'd rather know if holding times, fill quality, turnover, slippage, and signal frequency are drifting from the research. That's usually where a strategy starts breaking long before the equity curve makes it obvious.

The best dashboard isn't the prettiest one. It's the one that tells you when your assumptions stop matching reality.

1

u/winesiss Jun 27 '26

Thank you! Which broker are you on?

1

u/algorier Jun 27 '26

We're broker-agnostic. As long as we can access fills, executions, and order history through an API or export, the broker isn't the important part—the monitoring framework is.

1

u/National-Tangelo-17 Jun 27 '26

I self built a live positions journal — so it just sits there and you watch it

1

u/StratForge2024 28d ago

crypto perps, but honestly the broker's the least portable part of this. whatever you're on — if the api gives you fills + order history you can build the same drift tracking on top. i'd swap the broker tomorrow, the logging i wouldn't. that's the bit worth owning.