the summary performance but by instrument and for a certain look back period for that instrument.
for example a specific stock or currency pair.
would also like to see performane statistics summary by ATM strategy. as I have over 30 ATM strategies I want to diagnose individually via performance summary, but also by instrument.
so take 1 ATM and look at its overall summary, then for each instrument the ATM was applied to, just that instruments performance from that ATM.
but also the instrument in sum total regardless of atm`s used.
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