calculateWinRate
Calculate win rate and profit metrics for cryptocurrency trading accounts over specified periods. Analyze trading performance by account and symbol to evaluate strategy effectiveness.
Instructions
Calculate win rate and profit metrics for a configured account
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| accountName | Yes | Account name defined in the configuration file (e.g., 'bybit_main') | |
| symbol | No | Optional trading symbol (e.g., 'BTC/USDT') to filter trades | |
| period | No | Analysis period: '7d', '30d', or 'all' | 30d |
Implementation Reference
- src/tools/analysis-tools.ts:102-180 (registration)Registration of the 'calculateWinRate' MCP tool using server.tool, including schema and handler
server.tool( "calculateWinRate", "Calculate win rate and profit metrics for a configured account", { accountName: z .string() .describe( "Account name defined in the configuration file (e.g., 'bybit_main')" ), symbol: z .string() .optional() .describe("Optional trading symbol (e.g., 'BTC/USDT') to filter trades"), period: z .enum(["7d", "30d", "all"]) .default("30d") .describe("Analysis period: '7d', '30d', or 'all'"), }, async ({ accountName, symbol, period }) => { try { const exchange = ccxtServer.getExchangeInstance(accountName); // fetchMyTrades 메서드가 지원되는지 확인 if (!exchange.has["fetchMyTrades"]) { return { content: [ { type: "text", text: `Account '${accountName}' (Exchange: ${exchange.id}) does not support fetching personal trades for win rate calculation`, }, ], isError: true, }; } // 기간에 따른 since 값 계산 const now = Date.now(); let since; switch (period) { case "7d": since = now - 7 * 24 * 60 * 60 * 1000; // 7일 break; case "30d": since = now - 30 * 24 * 60 * 60 * 1000; // 30일 break; case "all": since = undefined; // 전체 데이터 break; } // 거래 데이터 가져오기 const trades = await exchange.fetchMyTrades(symbol, since, undefined); // 승률 및 수익률 계산 const metrics = calculateWinRateAndProfitMetrics(trades); return { content: [ { type: "text", text: JSON.stringify(metrics, null, 2), }, ], }; } catch (error) { return { content: [ { type: "text", text: `Error calculating win rate for account '${accountName}': ${ (error as Error).message }`, }, ], isError: true, }; } } ); - src/tools/analysis-tools.ts:105-119 (schema)Zod input schema for calculateWinRate tool parameters: accountName (required), symbol (optional), period (7d|30d|all, default 30d)
{ accountName: z .string() .describe( "Account name defined in the configuration file (e.g., 'bybit_main')" ), symbol: z .string() .optional() .describe("Optional trading symbol (e.g., 'BTC/USDT') to filter trades"), period: z .enum(["7d", "30d", "all"]) .default("30d") .describe("Analysis period: '7d', '30d', or 'all'"), }, - src/tools/analysis-tools.ts:120-179 (handler)Tool handler: fetches trades for the account/symbol/period using CCXT, calls calculateWinRateAndProfitMetrics, returns JSON metrics
async ({ accountName, symbol, period }) => { try { const exchange = ccxtServer.getExchangeInstance(accountName); // fetchMyTrades 메서드가 지원되는지 확인 if (!exchange.has["fetchMyTrades"]) { return { content: [ { type: "text", text: `Account '${accountName}' (Exchange: ${exchange.id}) does not support fetching personal trades for win rate calculation`, }, ], isError: true, }; } // 기간에 따른 since 값 계산 const now = Date.now(); let since; switch (period) { case "7d": since = now - 7 * 24 * 60 * 60 * 1000; // 7일 break; case "30d": since = now - 30 * 24 * 60 * 60 * 1000; // 30일 break; case "all": since = undefined; // 전체 데이터 break; } // 거래 데이터 가져오기 const trades = await exchange.fetchMyTrades(symbol, since, undefined); // 승률 및 수익률 계산 const metrics = calculateWinRateAndProfitMetrics(trades); return { content: [ { type: "text", text: JSON.stringify(metrics, null, 2), }, ], }; } catch (error) { return { content: [ { type: "text", text: `Error calculating win rate for account '${accountName}': ${ (error as Error).message }`, }, ], isError: true, }; } } - src/tools/analysis-tools.ts:436-557 (helper)Helper function that processes trade data into positions, computes win rate, profit/loss metrics, expectancy, consecutive streaks, etc.
function calculateWinRateAndProfitMetrics(trades: any[]) { if (!trades || trades.length === 0) { return { totalTrades: 0, message: "No trades found for the specified period.", }; } // 거래를 시간순으로 정렬 trades.sort((a, b) => a.timestamp - b.timestamp); // 포지션별 거래 그룹화 (매우 단순화된 버전) // 실제로는 더 복잡한 포지션 추적 로직이 필요할 수 있음 const positions: any[] = []; let currentPosition: any = null; trades.forEach((trade) => { if (!currentPosition) { currentPosition = { symbol: trade.symbol, side: trade.side, entryTime: trade.datetime, entryPrice: trade.price, amount: trade.amount, cost: trade.amount * trade.price, fees: trade.fee?.cost || 0, exitTime: null, exitPrice: null, profit: null, }; } else if (currentPosition.side !== trade.side && currentPosition.symbol === trade.symbol) { // 반대 방향 거래는 포지션 종료로 간주 currentPosition.exitTime = trade.datetime; currentPosition.exitPrice = trade.price; // 손익 계산 (매우 단순화된 버전) if (currentPosition.side === "buy") { // 매수 후 매도 currentPosition.profit = (trade.price - currentPosition.entryPrice) * currentPosition.amount - currentPosition.fees - (trade.fee?.cost || 0); } else { // 매도 후 매수 currentPosition.profit = (currentPosition.entryPrice - trade.price) * currentPosition.amount - currentPosition.fees - (trade.fee?.cost || 0); } positions.push(currentPosition); currentPosition = null; } else { // 같은 방향 거래는 포지션에 추가 (average down/up) const newAmount = currentPosition.amount + trade.amount; const newCost = currentPosition.cost + (trade.amount * trade.price); currentPosition.entryPrice = newCost / newAmount; currentPosition.amount = newAmount; currentPosition.cost = newCost; currentPosition.fees += trade.fee?.cost || 0; } }); // 완료된 포지션만 분석 const completedPositions = positions.filter(p => p.exitTime !== null); if (completedPositions.length === 0) { return { totalTrades: trades.length, completedPositions: 0, message: "No completed positions found for analysis.", }; } // 기본 지표 계산 let winCount = 0; let lossCount = 0; let totalProfit = 0; let totalLoss = 0; let maxConsecutiveWins = 0; let maxConsecutiveLosses = 0; let currentConsecutiveWins = 0; let currentConsecutiveLosses = 0; completedPositions.forEach(position => { if (position.profit > 0) { winCount++; totalProfit += position.profit; currentConsecutiveWins++; currentConsecutiveLosses = 0; maxConsecutiveWins = Math.max(maxConsecutiveWins, currentConsecutiveWins); } else { lossCount++; totalLoss += Math.abs(position.profit); currentConsecutiveLosses++; currentConsecutiveWins = 0; maxConsecutiveLosses = Math.max(maxConsecutiveLosses, currentConsecutiveLosses); } }); const totalPositions = completedPositions.length; const winRate = (winCount / totalPositions) * 100; const averageWin = winCount > 0 ? totalProfit / winCount : 0; const averageLoss = lossCount > 0 ? totalLoss / lossCount : 0; const profitFactor = totalLoss > 0 ? totalProfit / totalLoss : totalProfit > 0 ? Infinity : 0; const expectancy = (winRate / 100 * averageWin) - ((100 - winRate) / 100 * averageLoss); // R-multiple 계산 (평균 수익 / 평균 손실) const rMultiple = averageLoss > 0 ? averageWin / averageLoss : 0; return { totalTrades: trades.length, completedPositions: totalPositions, winCount, lossCount, winRate: winRate.toFixed(2) + "%", profitFactor: profitFactor.toFixed(2), netProfit: (totalProfit - totalLoss).toFixed(8), averageWin: averageWin.toFixed(8), averageLoss: averageLoss.toFixed(8), rMultiple: rMultiple.toFixed(2), expectancy: expectancy.toFixed(8), maxConsecutiveWins, maxConsecutiveLosses, firstTradeDate: completedPositions[0].entryTime, lastTradeDate: completedPositions[completedPositions.length - 1].exitTime, }; } - src/server.ts:375-375 (registration)Calls registerAnalysisTools which registers the calculateWinRate tool among others in the main CcxtMcpServer
registerAnalysisTools(this.server, this);