If I know all the economics of a CDS trade included the Upfront Settlement Fee from the ISDA CDS Model, how can I convert that amount back to Traded Spead? Can some help explain the process?
You should check this answer: How to interpret the 'price' of a CDS?
It explains the relation between spread and upfront. In your particular case you might consider using a simple model mentioned at the end of that answer:
A simple model for the value of a short protection CDS can be found if you write
V = (C-S) x RPV01
RPV01 = (1−exp(−gT))/g
and C is the coupon, S is the par CDS spread, T is the remaining life in years and
where r is the risk-free (Libor) rate and R is the expected recovery rate, usually set to 40%.