I think it would be very useful to analyse the results of backtests if there's attribution tables available. I was looking at creating an attribution table for each trade, essentially seeing which names/trades were the most profitable / most costly. Average return per day etc.

I was looking at the securities and trade methods but couldn't find anything that seems to give the data needed there. Has anyone else looked at this and maybe have some ideas? 


Thinking the most simple method would be to take each trade and calculate the profit or loss on that trade, allocate to the stock and add number of days held.