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Description
Goal
As a prospective or current investor, I want to view the historic performance of a strategy based on it's share price over time, so that I can better compare Trading Strategy strategies to other investment options.
Background / motivation
The metric we currently use for the strategy performance chart is compounding_unrealised_trading_profitability. This is inconsistent with other DeFi investment platforms and options available to consumers. In both traditional finance and DeFi, investors are used to seeing an investment options historic returns reflected in terms of the change in share price.
Furthermore, we currently display inconsistent performance metrics in various places in our UI (see #1031, #1109). Capturing and using share price, and using the change in share price for a given time period as a standard performance metric should help ensure greater consistency going forward.
Competitive landscape
Example charts from several DeFi vault providers, displaying performance metrics in terms of share price:
Acceptance criteria
WebChartTypeincludes a new enum option:share_price- The
chartAPI endpoint acceptstype=share_priceoption and returns an array of tuples of timestamp and share price - Going forward, the
share_pricevalue is sampled and stored (using whatever sampling frequency is currently used for other historic metrics) - Historic
share_pricedata is back-filled for all live strategies
Questions
- The
chartendpoint supports asource=backtestoption; can we provide a synthesized share price for backtest data?