The Trade Analysis app provides a helpful mechanism to evaluate trade execution performance on a daily basis. By scanning the trade history of a selected portfolio during a user-defined time frame and calculating the percentage of buy and sell orders trading closest to the low and high marks of the day, respectively, individual trades are divided into a series of buckets based on the percentage variation from the daily market tails. Results can be grouped by any holding-level attribute (e.g. trader, security, etc.).
Current Derivatives.com users, click here for additional information on using Trade Analysis.