track record / performance analysis

does anybody know of software or a spreadsheet that spits out all the relavant statistics
that are used to evaluate a trader? (ror, vami, sharpe ratio, worst drawdown, recovery, etc).

i have been coding a program that does exactly that. it breaks down every setup,timeframe and calculates a very wide range of statistics which are represented visually in chart form or summarised xls type statistics. currently i have added the following statistics:

Account Growth
Account Growth per Setup
Account Growth per Setup per Time Frame
Agerage Risk\Reward per Setup per Time Frame
Average Time in Trade per Time Frame per Setup
Discipline Trend ( average broken rules ) - shows acc growth overlapped with broken rules
Discipline Trend (average broken rules per setup)
Longest Winning Streak
Longest Winning Streak per Setup
Longest Winning Streak per Setup per Time Frame
Longest Losing Streak
Longest Losing Streak per Setup
Longest Losing Streak per Setup per Time Frame
Shorts vs longs per setup per Time frame
Win\Loss % Shorts\Longs per Setup per Time Frame
Win\Loss % per Symbol
Win\Loss % per Symbol per Setup
Win\Loss % per Setup per Time frame
Win\Loss % per Day of Week
Win\Loss %


there will also be a monthly rolling quick view stats that will contain:

total trades
profitable trades
losing trades
biggest winner
biggest loser
---------
account size
net profit
average profit
average loss
max drawdown
% return - done
---------
smallest contract\lot used
largest contract\lot used
% winrate
--------
most used setup
least used setup
most profitable setup
least profitable setup
---------
most active timeframe
least active timeframe

i plan on adding more statistics in the comming weeks including some more advanced stuff. the point of the program will be to drill down into any system and identify whats working and whats not working. it covers everything including orders,charts,notes,trade rules, setup rules,markets,symbols,setups,timeframes,risk/reward,pre-trade analysis, post trade outcome ....
i have also included a nifty chart viewer where you can specify any of the above criteria to display charts that match that criteria and as you page through the charts you can quickly see the pre-post outcome and trade details.. other freatures currently being worked on and total completion is about 78%. this wont be an xls type sheet but an application that uses a database. ill post more info about it when it is closer to completion.

wow, thank you for your reply. that sounds like quite an undertaking and certainly is going to be very useful. however, it's a bit more comprehensive than what i'm presently looking for.

all i'm attempting to do is input my monthly p&l into a spreadsheet of some sort that will
calculate sharpe ratio, ror, vami, standard deviation, max drawdown, months to recover, etc...the sort of stuff that would go onto a 1 page info sheet about my results (which would in turn hopefully stimulate interest in obtaining an offering memorandum)

there must be something of this sort already out there...