Provides an overview of how performance is allocated across asset types and instruments.
| Name | Type | Description |
|---|---|---|
| TradesPerAssetType | TradesPerAssetType | The allocation of trades grouped by trade asset type. |
| TradesPerInstrument | TradesPerInstrument | The allocation trades grouped by instrument id. |
{
"TradesPerAssetType": {
"ClosedTradesAllocations": [
{
"AssetClassType": "Equity",
"ReturnAttribution": 1.0,
"TradeCount": 168,
"TradePercent": 0.38009049773755654
},
{
"AssetClassType": "Currency",
"ReturnAttribution": 0.249937016456527,
"TradeCount": 112,
"TradePercent": 0.25339366515837103
},
{
"AssetClassType": "Commodity",
"ReturnAttribution": 0.56287894500095625,
"TradeCount": 105,
"TradePercent": 0.23755656108597284
},
{
"AssetClassType": "Fixed Income",
"ReturnAttribution": -0.013150856136249162,
"TradeCount": 57,
"TradePercent": 0.12895927601809956
}
]
},
"TradesPerInstrument": {
"ClosedTradesAllocations": [
{
"AssetType": "ContractFutures",
"InstrumentDescription": "30-Year U.S. Treasury Bond - Sep 2016",
"InstrumentSymbol": "ZBU6",
"InstrumentUic": 3626018,
"ReturnAttribution": -0.15987101005684304,
"TradeCount": 40,
"TradePercent": 0.090497737556561084
},
{
"AssetType": "FxSpot",
"InstrumentDescription": "British Pound/US Dollar",
"InstrumentSymbol": "GBPUSD",
"InstrumentUic": 31,
"ReturnAttribution": 0.14685155225185834,
"TradeCount": 37,
"TradePercent": 0.083710407239819
}
]
}
}