anyone knows of a way to make more detailed analysis?
Most important to me:
* Analysis per logical trade. As a logical trade may consist of many signals, it is defined for me as "in the market in one direction". I have many signals and some may even fire multiple times during a trade (in and out again), but there is one position that "surrounds" them. I am not so much interested in getting every single subtrade positive... and the number of trades the strategy analyzer etc. shows is totally out with my logical understanding.
* Analysis of profits and losses per signal (entry, entry/exit pair). For truning / analysing the behavior of subcomponents of the strategy, it would be very nice to see whether individual subsystems actually made money, too.
Anyone has an idea how to make that, short of just taking the whole trade setup into excel?
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