We know WEBI reports off BEx Query, wo can capture SOFA and MDX log as per my blog
http://sap.iteye.com/blog/1211795
But this is also possible from BW side via RSTT trace.
Please look at this article.
http://bhargavgandhi.blogspot.com/2011/07/capturing-mdx-statement-in-sap-bw-for.html