The strategy profit is a real-time value showing the difference between the starting and current balance. It represents the overall strategy performance i.e. from the moment it was published to the Coinmatics strategy list.
To calculate the strategy profit we are using the Time-Weighted Rate of Return (TWR) model. TWR is a measure of the compound rate of growth in a portfolio. It divides the strategy performance into several intervals (sub-periods) by the specific cash operation.
Specific cash operation is an operation that doesn’t impact trading performance (e.g. deposit, withdrawal, bonus assessments, etc).
The 2 parameters are used for calculation:
Strategy value at the beginning of the trading period on Coinmatics (since it was published on the platform);
Strategy value at the end of the trading period.
The profit is calculated by the formula:
*Cash flow does not include deposits, withdrawals, or other operations not related to trading. Trading fees are not taken into account as well.
The strategy profit is calculated in the strategy base coin.