Group executions by order ID in the Journal / Trading Statistics

When trading Binance futures, a single order is often filled by the exchange in several executions at different price levels. Each fill arrives with its own exchange ID but they all share the same order ID.

ATAS logs each execution as a separate line in Trading Statistics. A single close therefore appears as several trades with fractional sizes. Total PnL and the equity curve remain correct, but trade count, win rate and average PnL per trade are distorted, which makes the statistics hard to use. This is especially problematic when assigning playbook strategies to trades, since the same setup has to be tagged across many fragments and the per-strategy statistics end up falsified.

Suggestion: add an option to group executions sharing the same order ID into a single trade, using a size-weighted average fill price. A simple checkbox such as "Aggregate partial fills" in the Journal / Statistics settings would be enough, leaving the current execution-level view available for users who need it.

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Upvoters
Status

In review

Board

💡 Feature Request

Date

7 days ago

Author

Simon

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