I know it is possible to filter by strategy, by loading the strategy onto a chart, and loading Strategy Performance from there. All that tells me is that you can generate a report based on a single strategy.
Hence it would appear that you already have all the code to allow us to filter by Strategy in the Performance tab. Pretty much to report it as such, you just need to shoehorn the report from a chart into the Performance tab window. (I know that it goes a little deeper than that; I am just taking a high-level overview here).
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