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I have a history of hundreds of executed trades. Given those trades, I want to know if there's a tool or framework that can help me figuring out:

  1. What would have been the most cost efficient stop loss on trades that I lost money. This could be a fixed stop loss, or an ATR or even something else. I want to experiment.

  2. What would have been the most profitable targets on trades that I made money. This could be a fixed target, or multiple targets, or even something else. I want to experiment.

Any pointers? I can code in pretty much any language if that's necessary.

Thank you.

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    $\begingroup$ An interesting number to compute for each of your historical trades is the Maximum Adverse Excursion that occurred while the trade was open. It can be helpful in addressing the issue of what would have happened under various stop loss criteria. $\endgroup$ – noob2 Sep 12 '19 at 1:55

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