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@pear-protocol/types

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@pear-protocol/types - npm Package Compare versions

Comparing version
1.30.1
 to
1.31.0
+23
-10
dist/statistics/entities.js

@@ -31,12 +31,25 @@ import { z } from 'zod';

totalTrades: z.number(),
// The plain average of this account's per-position returns, as a ratio: "0.25" is +25%.
// Every position is weighted equally, so a small winner counts as much as a large one —
// this is a measure of the trader's decisions, not of the dollars those decisions moved.
// This account's return over the window, as a ratio: "0.25" is +25%. The measured
// positions' PnL divided by the capital that earned it, so each position weighs by the
// money it put at risk — a measure of how the account's dollars did, not of how its
// individual calls went.
//
// One formula on every position: (realized + unrealized - fees paid) over the size it
// opened with. A closed position holds nothing, so its unrealized half is zero and this
// reduces to what the trader kept; a partly reduced open position counts both the profit
// it banked and the worth of what it still holds. Only fees of fills that happened are
// charged, so a running position never pays for the exit it has not made.
// One formula on every position: (realized + unrealized - fees paid) over the most cash that
// position had committed at one time. A closed position holds nothing, so its unrealized half
// is zero and this reduces to what the trader kept; a partly reduced open position counts
// both the profit it banked and the worth of what it still holds. Only fees of fills that
// happened are charged, so a running position never pays for the exit it has not made.
//
// The denominator is cash committed, not market value: each opening fill adds what it paid,
// each closing fill releases the share of that commitment the quantity it closed was holding,
// and the peak of that running total is what the return is measured against. So it is not the
// size the position opened at — a position scaled up afterwards is measured against what it
// went on to risk — and not the sum of everything it ever opened either, since capital
// reduced and recommitted counts once rather than twice.
//
// Measuring cash rather than market value is deliberate. A market-value denominator can fall
// below the money actually put in when a position is averaged down, which inflates the
// return; and no historical price series is kept, so market value could only ever be sampled
// at the fills themselves.
//
// Measured only where the window holds both the position's open and the moment the

@@ -50,4 +63,4 @@ // measurement is taken at: now for a running position, the closing fill for a finished

// when its only trading in the window closed positions opened before it, when a closed
// window left its open positions unpriced, when every position it opened in the window
// closed after it, or when a position recorded no opening size.
// window left its open positions unpriced, or when every position it opened in the window
// closed after it.
roi: z.string().optional(),

@@ -54,0 +67,0 @@ // The trader's linked X account, published to every caller — the board names its traders

+1
-1
package.json
{
"name": "@pear-protocol/types",
"version": "1.30.1",
"version": "1.31.0",
"description": "Pear Protocol Types definitions",

@@ -5,0 +5,0 @@ "private": false,