get_spread_analysis
Analyze spread trading PnL breakdown by path, book, or book+path to evaluate win rate, Calmar ratio, and best/worst days.
Instructions
Get detailed breakdown of spread trading PnL by path (source→sink), book, or book+path. Shows win rate, Calmar ratio, best/worst days per path or book. Use this when asked about specific paths, books, source/sink pairs, or route-level performance.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| group | No | Portfolio group name to filter by (leave blank to list available groups) | |
| date_to | Yes | End date in YYYY-MM-DD format | |
| breakdown | No | Breakdown dimension: path (source→sink), book, or book+path | path |
| date_from | Yes | Start date in YYYY-MM-DD format |