[Build 115] Yearly average profit percentage not calculated correctly for portfolio

In addition to the first point, the yearly average profit % gets skewed when using % risk. For example, I may start with a 20k balance and a 2% per trade risk factor might net 100k in the 5th year of testing. This 100k will be factored into the % average and weight it higher. So this may result in a 500% Avg yearly return. However, that 5th year of testing may have had an initial balance of 100k at the beginning of the year, which means the account only grew 100% in that year. The average % yearly return should be based on performance from year to year instead of measuring the change in % from the first year's initial capital.  

Regarding the second point, I have suggestions about how to address this issue between splitting account balances between strategies here https://roadmap.strategyquant.com/tasks/sq4_2131 

I have been hoping this would be addressed for a long time. It is good to have flexible options. If this is being addressed, please have a look at my comments on this topic. 

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some of the things you want will be possible when we'll add true portfolio retesting. 

For now, we are "only" merging strategy results, there are some things that cannot be simulated properly like this, like your request to ignore some signals when other strategy already placed trade. 

We could skip this trade in portfolio merging, but in reality it would behave totally different, because when you skip one trade all subsequent trades could be different.

We will add an option to select either shared initial balance or separate balances when calculating stats in next release

Sweet! 

Also please allow a combination of other combined portfolios. This can be done by allowing that option to be applicable for subsequent combinations while retaining previously calculated values.

For example say I have 50 strategies to be used on 10 different accounts. I'd want to combine a set of individual strategies for each specific account, which becomes its own portfolio for that account, but I will also want to combine the portfolios of different accounts to make a larger portfolio that views all 10 different accounts combined into one balance without affecting the recalculation of risk management for the individual portfolios.

When two portfolios of different accounts are combined, SQ should combine them without the trade balances affecting each other (i.e. if strategies were used on risk % per trade and each portfolio traded every strategy at a % of the combined balance of the new portfolio. This should not happen. % risk per trade should only apply to the initial portfolio created.) This is very important in how the final stats are calculated. There needs to be a way to switch between portfolios that consist of separate accounts (the way Quant Analyzer is now) and portfolios that were calculated as if all 50 strategies belonged to one account and combine them in a hierarchical way.

This would be amazing. Thank you for the hard work..

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Added possibility to specify if Initial capital for portfolio is taken from first startegy or it is a sum for all strategies.

Thank you for implementing this for combining strategies. Can portfolios be combined as well in the manner mentioned above?