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Open Feature request MC-2251

Performance Report: real Rolling period analysis

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Description

Current "Rolling Period" analysis is not really "rolling" (it is anchored!) and is not useful for understanding strategy performance (needed to monitor results subsequently in RT).

A user should be able to specify a number of "periods" to roll (e.g. 3-month rolling window, 4-weeks, etc).
Key metrics for such analysis: Profit, % Profitable
Summary analysis would be also immensely helpful (e.g. Profit distribution)

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    user-offline.png  Zheka (Zheka)
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