Saxo Bank Developer Portal

AccountPerformance

Account performance data model.

Name	Type	Description
AccountSummary	AccountSummary	The account summary consists performance metrics which is based on closed positions for an account over the entire lifespan of the account.
Allocation	Allocation	The trades allocation.
BalancePerformance	BalancePerformance	Balance AccountPerformance metrics.
BenchMark	BenchMark	The bench mark.
BenchmarkPerformance	TimeValuePair []	The benchmark performance.
BenchmarkReturn	Number	The Benchmark Return for the given period
Currency	String	The currency in which the data is calculated on.
From	Date	The start date is the offset date for all performance metrics that is a part of the 'AccountPerformance'.
InceptionDay	Date	The date where the first account deposit have been registred.
LastTradeDay	Date	Performance data that is returned is limited to the be data that lies between the first trade day and the last trade day for the account. The last trade day is the last day that one or more trades have been registred.
Thru	Date	The end date is the ending date for all returned performance metrics that is a part of the 'AccountPerformance'. The 'ActualThruDate' date is included.
TimeWeightedPerformance	TimeWeightedPerformance	Time weighted performance metrics.
TotalCashBalance	Number	The total cash balance
TotalCashBalancePerCurrency	StringValuePair []	The total cash balance grouped by currency.
TotalOpenPositionsValue	Number	The total value of client's open positions
TotalPositionsValuePerCurrency	StringValuePair []	The total position value grouped by currency.
TotalPositionsValuePerProductPerSecurity	PositionOnSecurityAndProduct []	The total position value grouped by product.
TradeActivity	TradeActivity	The trade activity.

Example

{
  "AccountSummary": {
    "AverageTradeDurationInMinutes": 34260,
    "AverageTradesPerWeek": 48.2325728770595,
    "NumberOfDaysTraded": 1589,
    "NumberOfLongTrades": 5434,
    "NumberOfShortTrades": 5263,
    "TopTradedInstruments": [
      "DAX.I",
      "DJI.I",
      "EURUSD",
      "GBPUSD",
      "NAS100.I",
      "NOKSEK",
      "EURNOK",
      "SP500.I"
    ],
    "TotalReturnFraction": -0.9999963956455,
    "TradedInstruments": [
      "FxSpot",
      "Stock",
      "FxVanillaOption",
      "ContractFutures"
    ],
    "TradesTotalCount": 10697,
    "TradesWonCount": 6499,
    "WinFraction": 0.61
  },
  "Allocation": {
    "TradesPerAssetType": {
      "ClosedTradesAllocations": [
        {
          "AssetClassType": "Equity",
          "CalculationBasis": 0,
          "CalculationDataType": 0,
          "PortfolioAllocationType": 0,
          "ReturnAttribution": 1,
          "TradeCount": 168,
          "TradePct": 38.0090497737557,
          "TradePercent": 0.380090497737557
        },
        {
          "AssetClassType": "Currency",
          "CalculationBasis": 0,
          "CalculationDataType": 0,
          "PortfolioAllocationType": 0,
          "ReturnAttribution": 0.249937016456527,
          "TradeCount": 112,
          "TradePct": 25.3393665158371,
          "TradePercent": 0.253393665158371
        },
        {
          "AssetClassType": "Commodity",
          "CalculationBasis": 0,
          "CalculationDataType": 0,
          "PortfolioAllocationType": 0,
          "ReturnAttribution": 0.562878945000956,
          "TradeCount": 105,
          "TradePct": 23.7556561085973,
          "TradePercent": 0.237556561085973
        },
        {
          "AssetClassType": "Fixed Income",
          "CalculationBasis": 0,
          "CalculationDataType": 0,
          "PortfolioAllocationType": 0,
          "ReturnAttribution": -0.0131508561362492,
          "TradeCount": 57,
          "TradePct": 12.89592760181,
          "TradePercent": 0.1289592760181
        }
      ]
    },
    "TradesPerInstrument": {
      "ClosedTradesAllocations": [
        {
          "AssetType": "ContractFutures",
          "CalculationBasis": 0,
          "CalculationDataType": 0,
          "InstrumentDescription": "30-Year U.S. Treasury Bond - Sep 2016",
          "InstrumentSymbol": "ZBU6",
          "InstrumentUic": 3626018,
          "PortfolioAllocationType": 0,
          "ReturnAttribution": -0.159871010056843,
          "TradeCount": 40,
          "TradePct": 9.04977375565611,
          "TradePercent": 0.0904977375565611
        },
        {
          "AssetType": "FxSpot",
          "CalculationBasis": 0,
          "CalculationDataType": 0,
          "InstrumentDescription": "British Pound/US Dollar",
          "InstrumentSymbol": "GBPUSD",
          "InstrumentUic": 31,
          "PortfolioAllocationType": 0,
          "ReturnAttribution": 0.146851552251858,
          "TradeCount": 37,
          "TradePct": 8.3710407239819,
          "TradePercent": 0.083710407239819
        }
      ]
    }
  },
  "BalancePerformance": {
    "AccountBalanceTimeSeries": [
      {
        "Date": "2016-03-28T00:00:00+00:00",
        "Value": 0
      },
      {
        "Date": "2016-03-29T00:00:00+00:00",
        "Value": 0
      }
    ],
    "AccountValueTimeSeries": [
      {
        "Date": "2016-03-28T00:00:00+00:00",
        "Value": 0
      },
      {
        "Date": "2016-03-29T00:00:00+00:00",
        "Value": 0
      }
    ],
    "MonthlyProfitLossTimeSeries": [
      {
        "Date": "2015-11-30T00:00:00+00:00",
        "Value": 0
      },
      {
        "Date": "2015-12-31T00:00:00+00:00",
        "Value": 0
      }
    ],
    "SecurityTransferTimeSeries": [
      {
        "Date": "2016-03-28T00:00:00+00:00",
        "Value": 0
      },
      {
        "Date": "2016-03-29T00:00:00+00:00",
        "Value": 0
      }
    ],
    "YearlyProfitLossTimeSeries": [
      {
        "Date": "2015-12-31T00:00:00+00:00",
        "Value": 0
      },
      {
        "Date": "2016-12-31T00:00:00+00:00",
        "Value": 0
      },
      {
        "Date": "2017-12-31T00:00:00+00:00",
        "Value": 0
      }
    ]
  },
  "BenchMark": {
    "AssetType": "CfdOnIndex",
    "Description": "Japan 225",
    "DisplayHintType": "None",
    "Uic": 16351
  },
  "BenchmarkPerformance": [
    {
      "Date": "2018-05-31T00:00:00+00:00",
      "Value": 0
    },
    {
      "Date": "2018-06-01T00:00:00+00:00",
      "Value": 0.00146895812117553
    },
    {
      "Date": "2018-06-04T00:00:00+00:00",
      "Value": 0.0142975586456747
    },
    {
      "Date": "2018-06-05T00:00:00+00:00",
      "Value": 0.0155367104350099
    },
    {
      "Date": "2018-06-06T00:00:00+00:00",
      "Value": 0.0203491253841371
    },
    {
      "Date": "2018-06-07T00:00:00+00:00",
      "Value": 0.0302262916467651
    },
    {
      "Date": "2018-06-08T00:00:00+00:00",
      "Value": 0.0217369753881925
    },
    {
      "Date": "2018-06-11T00:00:00+00:00",
      "Value": 0.0298342690806846
    },
    {
      "Date": "2018-06-12T00:00:00+00:00",
      "Value": 0.0322720186007949
    },
    {
      "Date": "2018-06-13T00:00:00+00:00",
      "Value": 0.0343087335418112
    },
    {
      "Date": "2018-06-14T00:00:00+00:00",
      "Value": 0.0252922145219578
    },
    {
      "Date": "2018-06-15T00:00:00+00:00",
      "Value": 0.0306859043104458
    },
    {
      "Date": "2018-06-18T00:00:00+00:00",
      "Value": 0.0222416481169399
    },
    {
      "Date": "2018-06-19T00:00:00+00:00",
      "Value": 0.00282076007317755
    },
    {
      "Date": "2018-06-20T00:00:00+00:00",
      "Value": 0.0146174851076485
    },
    {
      "Date": "2018-06-21T00:00:00+00:00",
      "Value": 0.0206735578526175
    },
    {
      "Date": "2018-06-22T00:00:00+00:00",
      "Value": 0.014293052639168
    },
    {
      "Date": "2018-06-25T00:00:00+00:00",
      "Value": 0.00672746771446338
    },
    {
      "Date": "2018-06-26T00:00:00+00:00",
      "Value": 0.00797112551030524
    },
    {
      "Date": "2018-06-27T00:00:00+00:00",
      "Value": 0.00320377062624478
    },
    {
      "Date": "2018-06-28T00:00:00+00:00",
      "Value": 0.00297396429440444
    },
    {
      "Date": "2018-06-29T00:00:00+00:00",
      "Value": 0.00282977208619089
    },
    {
      "Date": "2018-07-02T00:00:00+00:00",
      "Value": 0.00260447176085722
    }
  ],
  "From": "2016-03-28T00:00:00",
  "InceptionDay": "2015-11-24T00:00:00",
  "LastTradeDay": "2017-03-27T00:00:00",
  "Thru": "2017-03-27T00:00:00",
  "TimeWeightedPerformance": {
    "AccumulatedTimeWeightedTimeSeries": [
      {
        "Date": "2016-03-25T00:00:00+00:00",
        "Value": 0
      }
    ],
    "MonthlyReturnTimeSeries": [
      {
        "Date": "2016-03-25T00:00:00+00:00",
        "Value": 0
      }
    ],
    "PerformanceFraction": -1,
    "PerformanceKeyFigures": {
      "ClosedTradesCount": 0,
      "DrawdownReport": {
        "Drawdowns": [
          {
            "DaysCount": 3,
            "DepthInPercent": 1,
            "FromDate": "2016-08-05T00:00:00+00:00",
            "ThruDate": "2016-08-08T00:00:00+00:00"
          }
        ],
        "MaxDaysInDrawdownFromTop10Drawdowns": 3
      },
      "LosingDaysFraction": 0.03,
      "MaxDrawDownFraction": 1,
      "ReturnFraction": -1,
      "SampledStandardDeviation": 0.0618018874919214,
      "SharpeRatio": -0.952069751000777,
      "SortinoRatio": -0.0591710418985739
    },
    "YearlyReturnTimeSeries": [
      {
        "Date": "2016-03-25T00:00:00+00:00",
        "Value": 0
      }
    ]
  },
  "TotalCashBalance": 20226.02,
  "TotalCashBalancePerCurrency": [
    {
      "StringValue": "CAD",
      "Value": -491.707122366824
    }
  ],
  "TotalOpenPositionsValue": 29571.057,
  "TotalPositionsValuePerCurrency": [
    {
      "StringValue": "CAD",
      "Value": -491.707122366824
    }
  ],
  "TotalPositionsValuePerProductPerSecurity": [
    {
      "Description": "Abengoa SA - Warrants",
      "ProductName": "Shares",
      "Symbol": "LOCK - 1496:xxxx",
      "Value": 0
    }
  ]
}