R solution
lattice package comes with R and includes parallel
function:
parallel(~iris[1:4] | Species, iris)

ggplot2 is also your friend here:
D <- data.frame(Gain = rnorm(20),
Trader = factor(LETTERS[1:4]),
Day = factor(rep(1:5, each = 4)))
ggplot(D) +
geom_line(aes(x = Trader, y = Gain, group = Day, color = Day))

lattice and ggplot require input data in different "shapes". For lattice it's a matrix form, each column is a variable represented on one parallel coordinate. For ggplot it's one column (Gains) and a separate indicator for the variable (Trader above). /this is the reason I used two different examples, not to mess with data reshaping here/.
If you need something quick, then lattice is probably for you. Ggplot requires some time investment.