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NinjaTrader's Trade Performance Features

Summary
Analyze performance data from any angle
Over 80 individual metrics
Report in either percent, currency or points
Filter based on Date, Account, Instruments and Instrument Type
Compare different data sets simultaneously
Transaction based reporting - Export executions, trades and orders to MS Excel
Monte Carlo Simulation
Performance Graphs
Cumulative Profit
Daily Net Profit
Distribution
Draw Down
Entry Efficiency
Exit Efficiency
Maximum Adverse Excursion
Maximum Favourable Excursion
Monthly Net Profit
Total Efficiency
Trades Profit/Loss
Weekly Net Profit
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