Number of Periods
You can specify the number of periods displayed in the Annual, Monthly, Weekly, and Daily reports on the Periodical Returns tab of the TradeStation Strategy Performance Report. This does not apply to other tabs.
For example, say you have 4 years of data loaded in your chart and you enter 2 using the Number of Period drop-down box for the Customize Report Settings window. On the Periodical Returns tab of the Strategy Performance Report, your strategy will be display results for the most recent 2 years (in the Annual report) where first two years of report data will not be displayed. In a similar manner, the other reports show the most recent 2 months (Monthly report), 2 weeks (Weekly report), and 2 days (Daily reports).