math doesnt add up

[AZBrandCanada]

just a heads up, the sum on your long transactions doesn't add up. ie, the sum isn't calculated properly so the 4 week totals aren't accurate. i didnt dig into the code yet, but it seems to not minus or add to the sum sometimes.

[asavinov]

The "sum" in this report is not cumulative sum but rather a moving average sum.

• Cumulative sum: every new transation profit or loss is added to the previous cumulative profit/loss. Every new sum accumulate all the previous history of transactions (separately long and short). This is not what is displayed
• Moving average (with 4 weeks sliding window). Take all transactions for the last 4 weeks (either long or short) and compute their profit. It is what is computed and displayed. With each new transaction, we get a new 4 weeks window, and some old transactions are removed from this window. Hence, we add one transaction and remove some (older than 4 weeks) transactions. In addition to the sum, for the transactions from 4 weeks sliding window, some other stats are computed: average profit/loss, standard deviation, minimum, maximum, median.

The idea was to display what profit/loss can be expected if you trade for one month.

Yet, I will double check if the computations are correct.

[AZBrandCanada]

Yea I realised this after I posted that, that it's likely the 4 week window and old transactions probably lapsed when the sum is calculated.

…

On Sat 2 Aug 2025, 21:34 Alexandr Savinov, ***@***.***> wrote: The "sum" in this report is *not* cumulative sum but rather a moving average sum. - Cumulative sum: every new transation profit or loss is added to the previous cumulative profit/loss. Every new sum accumulate all the previous history of transactions (separately long and short). This is *not* what is displayed - Moving average (with 4 weeks window). Take all transactions for the last 4 weeks (either long or short) and compute their profit. It is what is computed and displayed. With each new transaction, we get a new 4 weeks window, and some old transactions are removed from this window. Hence, we add one transaction and remove some (older than 4 weeks) transactions. In addition to the some, for the transactions from 4 weeks window, some other stats are computed: average profit/loss, standard deviation, minimum, maximum, median. The idea was to display what profit/loss can be expected if you trade for one month. Yet, I will double check if the computations are correct. — Reply to this email directly, view it on GitHub <#68 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AGISAZ7NNJSBBX42DEYMXZL3LTEAJAVCNFSM6AAAAACCSOT4SWVHI2DSMVQWIX3LMV43URDJONRXK43TNFXW4Q3PNVWWK3TUHMYTGOJXGAZDSMA> . You are receiving this because you authored the thread.Message ID: <asavinov/intelligent-trading-bot/repo-discussions/68/comments/13970290@ github.com>