Now that matrix are introduced into zorro, I was thinking that it may not be necessary to get all the pictures but just the values into a matrix/vector. The BestTradeTimeVector would show for example at which bar the trade begins to deteriorate for each asset of the portfolio. Or it would be a assetsxalgo matrix where each component is the best trade time for each asset/algo combination. The ReturnDayMatrix would show the average return for each day of the week, for each component of the portfolio. So it would be a 5x5 matrix for a 5 assets portfolio. The same for weeks, in that case it would be 5x4 matrix and months 5x12.
It could be a matrix for the averague and another for the standard desviation or one matrix with two components at each position at the matrix.
It could be even more useful than a bunch of pictures since it is much easier to navigate through matrix components to filter trades.