Can anyone point me towards an existing application or Excel VBA or otherwise that will allow me to take multiple exported NinjaTrader backtest results (the trades detail), and import it and analyze it for correlation (high/low watermark, drawdowns, overall correlation, etc).
Basically a way to do portfolio analysis so I can look at the overlap of the trades and the reports on a daily/weekly/monthly basis so I can pick the best strategies to run together in a portfolio.