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Inaccurate performance data on `polygon-multipair-momentum`

Open kenkunz opened this issue 1 year ago • 1 comments

Issue

The performance data shown both on the strategy index page and the strategy performance page is inconsistent with the actual performance of the strategy based on its trades.

Steps to reproduce

  1. View Open-ended momentum strategy for Polygon on strategy index page
    • note the jump in value between 2020-09-20 and 2020-09-21 (from -6.7% to 22.6%)
      • side note: the date shown in the chart hover display is off by one day – see tradingstrategy-ai/frontend#596
    • view the data used by the chart: polygon-multipair-momentum/metadata
    • note the same jump in value between data points with ts 1695168000 and 1695254400
  2. View the performance page for Open-ended momentum strategy for Polygon
    • note a similar jump in value on 2023-09-21
    • view the data used by the chart: polygon-multipair-momentum/chart
    • note the jump in value between data points with ts 1695294463 and 1695299117
  3. View the closed positions page for this strategy
    • note there have only been losing positions during this timeframe

Potential cause

Note that there's a frozen position Position #53 with trades during the same timeframe. In particular, the last trade (which failed to execute) shows a very inflated value. Not sure how the performance data is calculated… but perhaps this position has something to do with it?

kenkunz avatar Sep 22 '23 21:09 kenkunz

@miohtama Can close?

AlexTheLion123 avatar Apr 17 '24 08:04 AlexTheLion123