Hi. Creating this topic to point to some blindspots in the imo very useful "transactions > realized" tab of simulations. Although, I have the feeling that these are comparatively unknown/underappreciated in the community, these stats are really really useful to understand the inner workings of a simulation and improve on it.
Which industries contributed most? Which sectors were a net negative and should maybe be excluded? Which Tickers were outliers and how could I avoid those with additional rules? What exit was most profitable, e.g. M&A delistings or Regular strategy sells?
Here a few things which could be helpful and are imo missing:
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Aggregating by Country (Exchange AND home country): Currently, one can only aggregate by symbol, sector, industry and sell note. Imo a "country" option is a must have here, especially for European strategies. If most of my returns came from Turkey, which maybe I can't even trade, I should be able to quickly see the stats in order to tweak the (misleading) sim accordingly.
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It would be helpful if the tables include the slippage of each trade, especially if I use variable. Alternatively, an aggregate by liquidity bucket (e.g. same standard buckets as in the variable slippage calculation) would be a nice feature. With this we could get quick info on the impact of liquidity on the strategy/ranking
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Already noted it in the past, will mention it again here: Sector/Industry classification for the respective aggregate stats is determined "at sell" or based on last information for the ticker. To give the correct picture for evaluating the trade, aggragation should happen based on classification "at buy". Often I see a sector in the list that I actively exclude in the universe. Looking the ticker up in a historic screener gives me the correct industry/sector. But in the realized aggregated stats, the ticker appears as e.g. financial because of a later merger or industry reclassification.
I think this tool has a lot of hidden potential and helps to really understand a strategy, also with regards to enterprise costumers and coaching.