I'm wondering if there is a way to customize the columns on the "By symbol" window of the "strategy":
Profit, Buy&Hold, Profit per Bar, Trades... How can I add other indicators like the drawdown for example? Is there a way to do it as default (without modifying the strategy on the editor)?
Thanks.

In general, there is no way to add performance indicators on the By Symbol tab even by modifying the Strategy. Wealth-Lab doesn't support access to the performance metrics and series (such as equity curve, drawdown etc.) in Strategy. They are calculated after Strategy finishes executing: first a run to collect all trades in Raw Profit mode, then goes position sizing overlay, and finally, performance visualizers come in play.

For any other, a regular DataSeries, there's no need to take special steps for their final value to appear on the By Symbol tab (with few exceptions: see the User Guide for details). Wealth-Lab automatically displays them in the rightmost columns.

Just to be sure: are you specifically looking for drawdown etc. on a by instrument basis?

Thank you Eugene, so, in order to perform a back test and rank a single trading system against a list of instruments which is the easiest way. I need a sort of strategy ranking report but for single symbols. Any advice?

There's a few performance metrics that Contribution pie chart can aggregate and visualize on a By Instrument basis: PnL, entry/exit, by calendar month, average % P/L per bar. Unfortunately, the drawdown by instrument is not on the list.

QUOTE:
so, in order to perform a back test and rank a single trading system against a list of instruments which is the easiest way. I need a sort of strategy ranking report but for single symbols.

This strategy provides a very nice symbol ranking report with many performance indicators including drawdown. Follow the instructions here:
https://www.wealth-lab.com/Forum/Posts/New-By-Symbol-Analysis-Available-40088/