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Inaccurate performance data on `polygon-multipair-momentum`
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
- 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%
to22.6%
)- 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
and1695254400
- note the jump in value between 2020-09-20 and 2020-09-21 (from
- 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
and1695299117
- 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?
@miohtama Can close?