Something that is missing from Multicharts' Performance Report compared to Tradestation's is the Rina Index. You already have most of what's required to calculate it:
(Select Net
Profit)/((Average Drawdown) x (Percent Time in the market))
It would be great if the Average Drawdown could also be added to the Performance Report in:
1)Monetary terms: how much is the average drawdown?
2)Percentage terms: what % of the Initial Capital is the average drawdown?
3)How long does the average drawdown last for before a new equity peak is made?
It would be cool to have them both on the Strategy Performance Report and on the Portfolio Performance Report.
Thank you for providing us with a great software!