In the performance report, there is a column called Wgt%.
It should be "Weight of the component; contribution to the overall profit of the strategy in percent. The weight can be negative, f.i. with a losing component and a positive overall result."
Source
http://manual.zorro-trader.com/performance.htmBut the sum of all the Wgt% numbers is usually NOT 100, even in the manual example.
How should I interpret the Wgt% number?