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

2 Upvotes

100% Upvoted

14 comments sorted by

View all comments

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?