[R-SIG-Finance] apply.paramset trade-by-trade PnL data

[Jersey Fanatic]

Transaction table from applyStrategy() lists transaction dates and PnL in
trade-by-trade basis. However, after executing apply.paramset() on a
distribution of parameters, same trade-by-trade PnL statistics is not
retrievable via getTxns(). Is there a way to access trade-by-trade PnL data
results from applyStrategy for each combination tried in the optimization
range? My end goal is to construct a time-aligned data table with
hourly/daily/weekly PnL for each combination of parameters.

Thanks for the help in advance.

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