Portfolio · Endpoint

P&L attribution

Daily per-symbol profit and loss attribution, with net_pnl of the three signed columns.

GET/v1/alphas/{alpha}/pnl

Parameters

Path parameters

Name	Type	Required	Default	Description
`alpha`	string	required	—	alpha_id (e.g. CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42). Use the value returned by GET /v1/alphas.

Query parameters

Name	Type	Required	Default	Description
`book`	string	optional	long_short	One of the books listed by /books — long_short and long_only, plus their raw_ twins for keys with raw-book access. A book the key may not see is rejected exactly like one that does not exist.
`from`	YYYY-MM-DD	optional	window start	First trading day, inclusive.
`to`	YYYY-MM-DD	optional	window end	Last trading day, inclusive.
`symbol`	string	optional	—	Restrict to one ticker.
`limit`	integer 1–5000	optional	100	Rows per page. Below 1 or above 5000 is a 400 bad_request naming the parameter and the constraint it broke.
`offset`	integer	optional	0	Rows to skip; pagination.has_more is false at the end.

Example request

curl

curl -H "Authorization: Bearer sxk_live_4f9c…" \
  "https://api.simicx.com/v1/alphas/CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42/pnl?book=long_short&from=2026-06-22&to=2026-06-26&symbol=AAPL"

Try it

Execute GET /v1/alphas/{alpha}/pnl against the live API using your key. Paste a key below to send without signing in, or sign in to auto-fill from your profile — either way, the call counts towards your rate limits. Whether the route answers depends on your key's endpoint allow-list — /v1/me lists what is in force; a new key starts with only the self-service routes until an administrator grants more.

API key

Remember on this device

Base URL

Sent server-side via a same-origin proxy; only the documented host(s) are allowed.

alphapath · required

Paste an API key above to list alphas your key may access.

bookquery

fromquery

toquery

symbolquery

limitquery

offsetquery

Request

GEThttps://api.simicx.com/v1/alphas/{alpha}/pnl?book=long_short&limit=100&offset=0

Example response

JSON · synthetic values, real schema

{
  "data": [
    {
      "book": "long_short",
      "date": "2026-06-26",
      "symbol": "AAPL",
      "market_pnl": 1204.55,
      "execution_cost": -31.20,
      "borrow_cashflow": 0.0,
      "net_pnl": 1173.35
    }
  ],
  "pagination": { "limit": 100, "offset": 0, "returned": 1, "total": 5, "has_more": true },
  "meta": { "run": "CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42", "alpha_id": "CausalHaarActivityDisplacement_0de63b8678a2_sp500pit_weekly_20260730t000858z_f358d1480d42", "source_alpha_id": "causal_haar_activity_displacement_reversal_b3874c9db78d", "book": "long_short" }
}

Response fields

Every field the response can carry, what it means, and how it is computed.

Field

Type

Meaning

How it is computed

bookdatesymbol

string

The attribution coordinates.

One row per name with a position or a fill that day.

market_pnl

base currency

That name's mark-to-market P&L.

quantity × (close − previous close), signed.

execution_cost

base currency (≤ 0)

Fees and impact of that name's fills — already negative where they reduce P&L.

Per-fill costs from the cost model. Never positive in the sealed corpus.

borrow_cashflow

base currency (≤ 0)

Borrow accrual on the short, if any — already negative where it reduces P&L.

Borrow rate × short notional; 0 for longs.

net_pnl

base currency

The row's net contribution: the sum of the three columns.

market_pnl + execution_cost + borrow_cashflow. Sum, never subtract — the cost columns are already signed. Session Σ net_pnl equals that session's ending_equity − starting_equity on /equity-curve.

pagination.limitoffset

integer

The page window applied.

Echoes the request parameters (or their defaults — 100 rows, 500 on /equity-curve).

pagination.returned

integer

Rows in this page.

data.length — below limit on the last page.

pagination.total

integer

Rows matching the query across all pages.

Server-side count before paging.

pagination.has_more

boolean

Whether another page exists.

offset + returned < total — false on the last page; stop paging there.

meta.run

string

The alpha that served the response.

Echoes the resolved alpha_id. Retain for reproducible analysis.

meta.alpha_id

string

Source label associated with the alpha, when present.

Informational; address data endpoints with alpha_id / meta.run.

bookdatesymbolstring
The attribution coordinates.
How it is computed
One row per name with a position or a fill that day.
market_pnlbase currency
That name's mark-to-market P&L.
How it is computed
quantity × (close − previous close), signed.
execution_costbase currency (≤ 0)
Fees and impact of that name's fills — already negative where they reduce P&L.
How it is computed
Per-fill costs from the cost model. Never positive in the sealed corpus.
borrow_cashflowbase currency (≤ 0)
Borrow accrual on the short, if any — already negative where it reduces P&L.
How it is computed
Borrow rate × short notional; 0 for longs.
net_pnlbase currency
The row's net contribution: the sum of the three columns.
How it is computed
market_pnl + execution_cost + borrow_cashflow. Sum, never subtract — the cost columns are already signed. Session Σ net_pnl equals that session's ending_equity − starting_equity on /equity-curve.
pagination.limitoffsetinteger
The page window applied.
How it is computed
Echoes the request parameters (or their defaults — 100 rows, 500 on /equity-curve).
pagination.returnedinteger
Rows in this page.
How it is computed
data.length — below limit on the last page.
pagination.totalinteger
Rows matching the query across all pages.
How it is computed
Server-side count before paging.
pagination.has_moreboolean
Whether another page exists.
How it is computed
offset + returned < total — false on the last page; stop paging there.
meta.runstring
The alpha that served the response.
How it is computed
Echoes the resolved alpha_id. Retain for reproducible analysis.
meta.alpha_idstring
Source label associated with the alpha, when present.
How it is computed
Informational; address data endpoints with alpha_id / meta.run.

The sign convention is the whole of it: execution_cost and borrow_cashflow are already negative, so net_pnl is their sum with market_pnl — never market_pnl minus the other two.
Per-symbol rows sum to the book row in /portfolio for the same day: Σ market_pnl, Σ execution_cost, Σ borrow_cashflow.