The file you get
A .csv named <backtest name>_trades.csv, with times in UTC.
Steps
- Open the backtest results page on QuantConnect.
- Go to the Trades tab.
- Press Download Trades.
Where to upload it
In the field 'Your platform report'.
Before you upload
- Use Download Trades, not Download Orders: the audit reads closed trades.
- This file does not say how much capital you started with: type it in 'Starting balance'. Without it the audit assumes 10,000 and says so in the report.
- The file only holds closed trades: the floating drawdown inside each trade is reported as Not measured.