Splitting a file into strategies

Sometimes one export contains several systems — a portfolio backtest, or a broker statement with a Strategy, Account or Magic number column. Splitting turns each group into its own strategy so you can weight, filter and compare them independently.

When it's offered

The option appears whenever a column has more than one distinct value to group by.

Strong keys are proposed automatically and trigger the review panel: Strategy, System, Magic number, Account, Comment.
Weak keys are available but optional (they don't force review): Symbol, Underlying, Ticker.

How to split

Open the review panel

Upload the file. If a strong key is present, the panel opens on its own; otherwise enable Split in the panel.

Pick the grouping column

Choose the column that identifies each system (e.g. Strategy).

Confirm

Each distinct value becomes a separate strategy, named after that value. Rows with an empty value are grouped under Uncategorized.

Naming

Split strategies take their name from the grouping value. If a name already exists in the session, a numeric suffix is added so nothing is overwritten.

Known portfolio formats (Option Omega)

When a file is recognised as a known portfolio format that already aggregates several strategies in one export — an Option Omega portfolio with a Strategy column being the typical case — the review panel skips the column mapping (the dedicated parser already handles it) and asks a single question:

Separate into distinct strategies — each Strategy value becomes its own line, exactly as before. Trade-level detail is kept per strategy for dynamic sizing.
Load as a single equity line — the daily P/L of every strategy is summed into one aggregated portfolio curve. You can give it a name on the spot.

Aggregated line and sizing

The aggregated equity line is a pure P/L curve: it does not carry the per-trade detail, because contract sizing isn't meaningful across mixed strategies. Choose Separate if you need per-strategy sizing on the individual systems.

Interactive Brokers

An IBKR Activity Statement is handled the same way, but the grouping key is the asset category (Tipo di attivo: options, stocks, futures…) read from the executed-trades section. If the statement holds more than one category, the panel asks the same Separate / Single line question; with one category it imports straight to a single line.

Currency conversion line

If the account base currency differs from the traded currency, the statement also books a cash FX conversion P/L on idle cash. It isn't a trade — no per-day detail — so it's off by default. Tick Include currency conversion (cash FX) in the panel to add it as a separate Forex (cash conversion) line: a single point dated on the last trade day in the imported series.

Why Forex stays a separate line

The conversion P/L is in the account base currency, while the trades may be in another (e.g. EUR base, USD options). VEEMAN never merges it into the trade curve — mixing currencies in one series would be misleading — so it's added as its own line you can keep or delete.

Always split automatically

If you never want to be asked, turn on Settings → General → Import → Auto-split multi-strategy CSVs. With it on, any multi-strategy file whose mapping is certain is split into distinct strategies straight away — no review panel. The default is off (the app asks).

Uncertain mappings still pause

Auto-split only skips the question when the column mapping is confident. A generic file with an ambiguous date or value column still opens the review panel so you can confirm the mapping first.

Splitting is one-way

Splitting creates independent strategies in your session; there's no "merge back" button. To change how a file is split, delete those strategies and re-upload with a different grouping.