Almost all of these features are already included for free with NinjaTrader [Thanks!]. I think more of them should be included, for example:
It would be great if an Expectancy Ratio (traditional calculation) was calculated for you in the Performance Tab Summary. The pieces are there, it just doesn't do the final calculation. [And why should we do any calculations that a computer can do for us? :-) ]
Also, Van Tharps's R-multiple distribution (different type of Expectancy calc) would be great, especially if graph-able with moving avg as described here: