Trading History Aggregates
The trading history aggregates API call returns two members. The first is an object with information on the aggregative trading experience of a customer, and a second one is a vector of detailed trading information by asset.
It is important to note that a copy-trade is considered an asset in this aspect, and all the individual trades of a copy-trade will be considered a single trade
The following table describes the full aggregate data
Name | Type | Description |
Username | string | The name of the user |
Gain | ||
Gain | number | The gain in this interval. Gains are compouneded on a monthly basis |
Daily gain | number | The gain in the last day |
This week's gain | number | The gain from the start of the trading week (Sunday) |
Risk | ||
Risk score | integer | The current risk score. The current risk score is the average score in the last seven days |
Max daily risk score | integer | The maximum daily risk score in this interval |
Max monthly risk score | integer | The maximum average monthly risk score in this interval |
Copy Trading | ||
Copiers | integer | The number of copiers using real money |
AUM tier | integer |
The amount of assets under management of this customer. This value is updated daily at 00:00 GMT. There are four tiers in the system: |
Virtual copiers | integer | The number of copiers using virutal money |
Baseline copiers | integer | The number of copiers using real money one week ago |
Profitability | ||
Daily draw-down | number | The biggest daily loss in percentage |
Weekly draw-down | number | The biggest loss in a trading week. A trading week starts on Sunday |
Peak to Valley draw-down | number | The biggest consiguous loss. The peak to valley may span accross the whole interval |
Peak to valley start | date | The starting date of the peak to valley draw-down |
Peak to valley end | date | The ending date of the peak to valley draw-down |
Profitable weeks percentage | number | The percentage of trading weeks which ened in profit |
Trading | ||
Trades | integer | The total number of trades in this interval |
Win ratio | number | The ratio between trades which closed in a profit and the total number of trades. |
Average profit percent | number | The average profit percentage for profitable trades |
Average loss percent | number | The average loss percentage for losing trades |
Average holding time | number | The average holding time in minutes of trades |
Average position size | number | Average investment of a trade compared to the realized equity |
Activity | ||
Active week percent | number | The perecent of the number of weeks that the customer had an open trade vs. the total number of trading weeks in this interval |
Days since first activity | integer | The number of days since the beginning of the interval, which the customer was active. Activity is measured by an open trade |
Days since last activity | integer | The number of days before the end of the interval, which the customer was active. |
Weeks since registration | integer | The number of weeks since the initial customer's registration |
The following table describes each element in the asset array
Name | Type | Description |
Is copy trading | boolean | Is this item related to copy-trading or is it a regular asset |
Instrument ID | integer | The instrument id which we are aggregating. This member will only appear if the "Is copy trading" is set to false |
Copy username | string | The user which we are copying. This member will only appear if the "Is copy trading" is set to true |
Total trades | integer | Total number of trades in this interval |
Percent of trades | number | The percentage of trades on this asset from all trades in this interval |
Percent of investment | number | The percentage of the investment on this asset from the total invested amount in this interval |
Win ratio | number | The percentage of trades of this asset which were profitable from all the trades in this asset |
Average profit percent | number | The average profit for profitable trades in this asset |
Average loss percent | number | The average loss for losing trades in this asset |
Average holding time | number | The average holding time of each trade in this asset. The holding time is represented in minutes |