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I'm not against it, but 2 points : i would prefer to not add macros in the excel spreadsheet downloadable from my website because personally i don't trust vba macro from the internet. There is a risk of virus and i would prefer to be on the safe side especially if members are using their computer to login to their trading platform. the javascript library that i use to do the table and generate the excel file is very basic : https://datatables.net/reference/button/excel so it might require a major rewrite to find another solution to generate an excel file myself. Not impossible, i will think about it. In any case, please send me your transform spreadsheet by private message and i will take a look.

We discussed a little bit in private message, but to sum up : Part of that could be shown by the Return Matrix under the Beta menu : https://www.volatilityhq.com/backtester/return_matrix/?symbol=NFLX&start_date=2016-06-19&show_individual_matrix=No&strategy_type=Straddle&long_delta=0.4&submit=Run+backtest. Each row is a different entry date and you keep the same strike for the straddle, and track the value of that position over different exit days. Calendars are not supported yet. @cuegis expressed some interest in having a chart that displays the return (that's how i interpreted that) of a position entered each day and follow its performance over time. A little bit like this maybe : https://steadyoptions.com/uploads/monthly_09_2014/post-360-0-60016500-1410620696.png. I find it a little messy, so not sure how to make it easier to read.

@Djtux For the return scanner, if I wrote a quick macro (stuff I do every time I open the excel), would you be willing to implement on the download if you thought it was useful? Primarily, it's freezing the top row (removing the nameplate row, though you could just freeze top two), and then adding some color coding to the different columns. I do very basic coding, if I wrote a macro that'd be permanent I'd add a bit more flare to it.