Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Live strategy statistics made visible on the strategy UI #4

Open
tsorro opened this issue Jul 4, 2022 · 0 comments
Open

Live strategy statistics made visible on the strategy UI #4

tsorro opened this issue Jul 4, 2022 · 0 comments
Assignees
Labels
priority: P2 Default priority. An issue might not yet be fixed in the next release.

Comments

@tsorro
Copy link

tsorro commented Jul 4, 2022

We have live test strategies that execute trading. To understand their performance better, we would need the following statistics visible on each strategy's investor facing UI and the respective strategy's admin UI

  • Strategy's base currency (USDC)
  • Net profit % (from the beginning, past 7 days, past 30 days) i.e. Gross Profit−Gross Loss = Net Profit
  • Max drawdown (%) i.e. https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
  • Assets under management (USD)
  • AUM growth in last 30 days (%)
  • Trade win rate (%) e.g. 77 Winning Trades / 140 Total Trades = 55% Win Percentage
  • Average trade net profit i.e. total net profit / total number of trades
  • Profit factor i.e. Gross profit/Gross loss (including fees and commissions) for the entire trading period
  • Number of closed trades
  • Number of traders/investors in the strategy
@tsorro tsorro changed the title Live strategy statistics made visible in the strategy UI Live strategy statistics made visible on the strategy UI Jul 4, 2022
@tsorro tsorro added the priority: P2 Default priority. An issue might not yet be fixed in the next release. label Jul 4, 2022
@hieuh25 hieuh25 transferred this issue from tradingstrategy-ai/frontend Aug 16, 2022
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
priority: P2 Default priority. An issue might not yet be fixed in the next release.
Projects
None yet
Development

No branches or pull requests

3 participants