Strategy Attribution Matrix
- ユーティリティ
- バージョン: 2.20
- アクティベーション: 5
Strategy Attribution Matrix is a performance and relationship view grouped by Magic Number or comment prefix.
Key functions:
- Strategy-level trading results
- Contribution analysis
- Drawdown by strategy group
- Correlation estimates between selected groups
- Detailed selected-group trade view
- Magic Number and comment-prefix grouping
- Clear account-history scope and status
The utility analyzes available account history. Correlation estimates and attribution results depend on data completeness, grouping rules and the selected period. It does not generate entry signals, predict market direction or guarantee future results.
