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,
"TradeCount": 168,
"TradePercent": 0.380090497737557
},
{
"AssetClassType": "Currency",
"ReturnAttribution": 0.249937016456527,
"TradeCount": 112,
"TradePercent": 0.253393665158371
},
{
"AssetClassType": "Commodity",
"ReturnAttribution": 0.562878945000956,
"TradeCount": 105,
"TradePercent": 0.237556561085973
},
{
"AssetClassType": "Fixed Income",
"ReturnAttribution": -0.0131508561362492,
"TradeCount": 57,
"TradePercent": 0.1289592760181
}
]
},
"TradesPerInstrument": {
"ClosedTradesAllocations": [
{
"AssetType": "ContractFutures",
"InstrumentDescription": "30-Year U.S. Treasury Bond - Sep 2016",
"InstrumentSymbol": "ZBU6",
"InstrumentUic": 3626018,
"ReturnAttribution": -0.159871010056843,
"TradeCount": 40,
"TradePercent": 0.0904977375565611
},
{
"AssetType": "FxSpot",
"InstrumentDescription": "British Pound/US Dollar",
"InstrumentSymbol": "GBPUSD",
"InstrumentUic": 31,
"ReturnAttribution": 0.146851552251858,
"TradeCount": 37,
"TradePercent": 0.083710407239819
}
]
}
}