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Deltalytix API

Metrics

Summary statistics, equity curves, and per-account performance metrics.

Metrics

Compute performance analytics from the authenticated user’s trades.

All metrics endpoints require the metrics:read scope.

Summary

GET /api/v1/metrics/summary

Uses the same filters as GET /api/v1/trades. Statistics come from calculateStatistics plus the dashboard profit-factor formula (gross wins and losses net of commission).

Query parameters

ParameterDescription
accountNumberFilter by account
instrumentFilter by instrument
sideFilter by side
from / toBounds on entryDate
cursor / limitAccepted for consistency with trades filters where applicable

Example

curl "https://www.deltalytix.app/api/v1/metrics/summary?from=2026-01-01T00:00:00.000Z" \
  -H "Authorization: Bearer dltx_at_…"

Response 200

{
  "totalPnl": 12450.5,
  "totalCommission": 312.4,
  "tradeCount": 186,
  "winCount": 102,
  "lossCount": 78,
  "breakevenCount": 6,
  "winRate": 0.5484,
  "profitFactor": 1.62,
  "averageWin": 215.3,
  "averageLoss": -142.1,
  "longCount": 110,
  "shortCount": 76,
  "tradingDays": 48
}

Equity curve

GET /api/v1/metrics/equity

Builds daily equity points via computeEquityChartData.

Query parameters

ParameterDescription
fromStart date (ISO 8601)
toEnd date (ISO 8601)
accountNumbersComma-separated account numbers; when provided, also returns per-account series

Example

curl "https://www.deltalytix.app/api/v1/metrics/equity?accountNumbers=SIM-001,SIM-002&from=2026-01-01T00:00:00.000Z" \
  -H "Authorization: Bearer dltx_at_…"
const params = new URLSearchParams({
  accountNumbers: "SIM-001,SIM-002",
  from: "2026-01-01T00:00:00.000Z",
});
 
const res = await fetch(
  `https://www.deltalytix.app/api/v1/metrics/equity?${params}`,
  { headers: { Authorization: `Bearer ${accessToken}` } },
);
const equity = await res.json();

Response 200

{
  "points": [
    {
      "date": "2026-01-02",
      "equity": 50120.5
    },
    {
      "date": "2026-01-03",
      "equity": 50385.25
    }
  ],
  "accounts": {
    "SIM-001": [
      { "date": "2026-01-02", "equity": 25050.0 },
      { "date": "2026-01-03", "equity": 25210.75 }
    ],
    "SIM-002": [
      { "date": "2026-01-02", "equity": 25070.5 },
      { "date": "2026-01-03", "equity": 25174.5 }
    ]
  }
}

The accounts object is included when accountNumbers is requested.

Account metrics

GET /api/v1/metrics/accounts

Runs computeMetricsForAccounts for all of the user’s accounts.

Example

curl https://www.deltalytix.app/api/v1/metrics/accounts \
  -H "Authorization: Bearer dltx_at_…"

Response 200

{
  "data": [
    {
      "accountNumber": "SIM-001",
      "balance": 52480.12,
      "drawdown": 3.4,
      "consistency": 0.82,
      "progress": 0.61
    }
  ]
}

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© 2026 Deltalytix. All rights reserved.
Trading in futures and forex markets involves significant risks and is not suitable for all investors. An investor could potentially lose all or a portion of their initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading, and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.