SYMPTOM
Customer may want to use Metric Name with underscore(_) in it but underscore could not be used as Column Alias in SQL statement in Strategy 10.x and 11.x
STEP TO REPRODUCE
1. Create a Metric Name with underscore(_) like "Underscore_Alias" as shown below image :

2, Create a Report as shown below image:

3. Set VLDB "Default to Metric Name" option to "Use the metric name as the default metric column alias" as shown below image:

4. Check the SQL statement Column Alias "Underscore_Alias" shown as 'UnderscoreAlias" as shown below image:

CAUSE
This is an identified defect in Strategy 10.x and 11.x
ACTION
It is currently not feasible to address this defect in the product and we have no plan to fix it in the near future.
Article Reference Number : KB441130