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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

1

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.

2

Pick the grouping column

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

3

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 Risk 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 Risk 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 Risk 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 at the statement's period end.

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). VECTOR 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.