From b7ae1dfcdddf54a9f60a8e2cbd5aca387a098c4b Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Thu, 18 Sep 2025 12:23:50 +0300
Subject: [PATCH 01/26] Implement method to make ledger map filtered by ccy
 grouped by category

---
 .../loc.api/sync/summary.by.asset/index.js    | 34 +++++++++++++++++++
 1 file changed, 34 insertions(+)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 93106646..29f1c56b 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -161,6 +161,7 @@ class SummaryByAsset {
         ? 1
         : calcedActualRate
 
+      // TODO:
       const ledgersForCurrency = ledgers.filter((ledger) => (
         ledger[this.ledgersSymbolFieldName] === currency
       ))
@@ -318,6 +319,39 @@ class SummaryByAsset {
         : accum[propName]
     }
   }
+
+  #makeLedgerMapFilteredByCcyGroupedByCategory (
+    ledgers, ccy, categories
+  ) {
+    const ledgerMap = new Map()
+
+    if (
+      !Array.isArray(categories) ||
+      categories.length === 0
+    ) {
+      return ledgerMap
+    }
+
+    for (const category of categories) {
+      ledgerMap.set(category, [])
+    }
+
+    for (const ledger of ledgers) {
+      if (ledger?.[this.ledgersSymbolFieldName] !== ccy) {
+        continue
+      }
+
+      for (const [category, arr] of ledgerMap) {
+        if (ledger?._category !== category) {
+          continue
+        }
+
+        arr.push(ledger)
+      }
+    }
+
+    return ledgerMap
+  }
 }
 
 decorateInjectable(SummaryByAsset, depsTypes)

From bd884f8a40e045de1efeae710b0c324c6abef9ac Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Thu, 18 Sep 2025 13:03:06 +0300
Subject: [PATCH 02/26] Calc all fees usd by ccy

---
 .../loc.api/sync/summary.by.asset/index.js    | 33 +++++++++++++------
 1 file changed, 23 insertions(+), 10 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 29f1c56b..43c03085 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -3,6 +3,8 @@
 const { omit } = require('lib-js-util-base')
 const moment = require('moment')
 
+const { pushLargeArr } = require('../../helpers/utils')
+
 const { decorateInjectable } = require('../../di/utils')
 
 const depsTypes = (TYPES) => [
@@ -15,6 +17,9 @@ const depsTypes = (TYPES) => [
   TYPES.Trades
 ]
 class SummaryByAsset {
+  #ledgerFeeCats = [201, 204, 207, 222, 224, 228, 241,
+    243, 251, 254, 255, 258, 905]
+
   constructor (
     dao,
     syncSchema,
@@ -161,19 +166,21 @@ class SummaryByAsset {
         ? 1
         : calcedActualRate
 
-      // TODO:
-      const ledgersForCurrency = ledgers.filter((ledger) => (
-        ledger[this.ledgersSymbolFieldName] === currency
-      ))
+      const ledgerMap = this.#makeLedgerMapFilteredByCcyGroupedByCategory(
+        ledgers,
+        currency,
+        [28, ...this.#ledgerFeeCats]
+      )
       const tradesForCurrency = trades.filter((trade) => (
         trade?.baseCurrency === currency
       ))
-      const marginFundingPaymentLedgers = ledgersForCurrency.filter((ledger) => (
-        ledger._category === 28
-      ))
-      const tradingFeeLedgers = ledgersForCurrency.filter((ledger) => (
-        ledger._category === 201
-      ))
+      const marginFundingPaymentLedgers = ledgerMap.get(28) ?? []
+      const tradingFeeLedgers = ledgerMap.get(201) ?? []
+      const allFeeLedgers = this.#ledgerFeeCats.reduce((accum, cat) => {
+        pushLargeArr(accum, ledgerMap.get(cat) ?? [])
+
+        return accum
+      }, [])
 
       const volume = this.#calcFieldByName(
         tradesForCurrency,
@@ -196,6 +203,10 @@ class SummaryByAsset {
         tradingFeeLedgers,
         'amountUsd'
       )
+      const calcedAllFeeUsdLedgers = this.#calcFieldByName(
+        allFeeLedgers,
+        'amountUsd'
+      )
 
       const balanceChange = calcedEndWalletBalance - calcedStartWalletBalance
       const balanceChangePerc = calcedStartWalletBalance === 0
@@ -206,6 +217,7 @@ class SummaryByAsset {
       // In the Ledgers amount of fee is negative value, skip sign for UI
       const tradingFees = Math.abs(calcedTradingFeeLedgers)
       const tradingFeesUsd = Math.abs(calcedTradingFeeUsdLedgers)
+      const allFeesUsd = Math.abs(calcedAllFeeUsdLedgers)
 
       if (
         calcedEndWalletBalanceUsd < 0.01 &&
@@ -228,6 +240,7 @@ class SummaryByAsset {
         volumeUsd,
         tradingFees,
         tradingFeesUsd,
+        allFeesUsd,
         marginFundingPayment,
 
         // It's used to total perc calc

From 16181bbb22f779a9267aca12f49bf1f0c1e945e1 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Thu, 18 Sep 2025 13:04:29 +0300
Subject: [PATCH 03/26] Calc total fees usd

---
 workers/loc.api/sync/summary.by.asset/index.js | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 43c03085..0fe65934 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -297,6 +297,7 @@ class SummaryByAsset {
       balanceChangePerc: 0,
       volumeUsd: 0,
       tradingFeesUsd: 0,
+      allFeesUsd: 0,
 
       calcedStartWalletBalanceUsd: 0
     }
@@ -310,6 +311,7 @@ class SummaryByAsset {
           'balanceChangeUsd',
           'volumeUsd',
           'tradingFeesUsd',
+          'allFeesUsd',
 
           'calcedStartWalletBalanceUsd'
         ]

From 8bb2ac06a3a16150097001c08e40e778dffb0d29 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Fri, 19 Sep 2025 10:21:25 +0300
Subject: [PATCH 04/26] Add deposits-withdrawals usd statistic info

---
 .../loc.api/sync/summary.by.asset/index.js    | 51 +++++++++++++++++--
 1 file changed, 46 insertions(+), 5 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 0fe65934..5d25cb36 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -75,17 +75,35 @@ class SummaryByAsset {
       auth,
       params: { end }
     })
+    const withdrawalsPromise = this.movements.getMovements({
+      auth,
+      start,
+      end,
+      isWithdrawals: true,
+      isExcludePrivate: false
+    })
+    const depositsPromise = this.movements.getMovements({
+      auth,
+      start,
+      end,
+      isDeposits: true,
+      isExcludePrivate: false
+    })
 
     const [
       trades,
       ledgers,
       startWallets,
-      endWallets
+      endWallets,
+      withdrawals,
+      deposits
     ] = await Promise.all([
       tradesPromise,
       ledgersPromise,
       startWalletsPromise,
-      endWalletsPromise
+      endWalletsPromise,
+      withdrawalsPromise,
+      depositsPromise
     ])
 
     const _summaryByAsset = await this.#calcSummaryByAsset({
@@ -94,7 +112,11 @@ class SummaryByAsset {
       startWallets,
       endWallets
     })
-    const total = this.#calcTotal(_summaryByAsset)
+    const total = this.#calcTotal(
+      _summaryByAsset,
+      withdrawals,
+      deposits
+    )
     const summaryByAsset = _summaryByAsset.map((item) => (
       omit(item, [
         'balanceChangeUsd',
@@ -290,7 +312,11 @@ class SummaryByAsset {
     )
   }
 
-  #calcTotal (summaryByAsset) {
+  #calcTotal (
+    summaryByAsset,
+    withdrawals,
+    deposits
+  ) {
     const initTotal = {
       balanceUsd: 0,
       balanceChangeUsd: 0,
@@ -299,7 +325,8 @@ class SummaryByAsset {
       tradingFeesUsd: 0,
       allFeesUsd: 0,
 
-      calcedStartWalletBalanceUsd: 0
+      calcedStartWalletBalanceUsd: 0,
+      depositsWithdrawalsUsd: 0
     }
 
     const res = summaryByAsset.reduce((accum, curr) => {
@@ -324,6 +351,20 @@ class SummaryByAsset {
       return accum
     }, initTotal)
 
+    const calcedWithdrawalsUsd = this.#calcFieldByName(
+      withdrawals,
+      'amountUsd'
+    )
+    const calcedDepositsUsd = this.#calcFieldByName(
+      deposits,
+      'amountUsd'
+    )
+    res.depositsWithdrawalsUsd = (
+      res.depositsWithdrawalsUsd +
+      calcedWithdrawalsUsd +
+      calcedDepositsUsd
+    )
+
     return omit(res, ['calcedStartWalletBalanceUsd'])
   }
 

From a2eee28761debaa5c05ba439e7b149fcf5b3b5cd Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Wed, 24 Sep 2025 09:48:29 +0300
Subject: [PATCH 05/26] Inject movements into SummaryByAsset service

---
 workers/loc.api/sync/summary.by.asset/index.js | 7 +++++--
 1 file changed, 5 insertions(+), 2 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 5d25cb36..1b7a57a1 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -14,7 +14,8 @@ const depsTypes = (TYPES) => [
   TYPES.SYNC_API_METHODS,
   TYPES.ALLOWED_COLLS,
   TYPES.Wallets,
-  TYPES.Trades
+  TYPES.Trades,
+  TYPES.Movements
 ]
 class SummaryByAsset {
   #ledgerFeeCats = [201, 204, 207, 222, 224, 228, 241,
@@ -27,7 +28,8 @@ class SummaryByAsset {
     SYNC_API_METHODS,
     ALLOWED_COLLS,
     wallets,
-    trades
+    trades,
+    movements
   ) {
     this.dao = dao
     this.syncSchema = syncSchema
@@ -36,6 +38,7 @@ class SummaryByAsset {
     this.ALLOWED_COLLS = ALLOWED_COLLS
     this.wallets = wallets
     this.trades = trades
+    this.movements = movements
 
     this.ledgersMethodColl = this.syncSchema.getMethodCollMap()
       .get(this.SYNC_API_METHODS.LEDGERS)

From 6f6e9f3bf7caa2165794e4d23d2c76a9961ece30 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Wed, 24 Sep 2025 10:36:08 +0300
Subject: [PATCH 06/26] Omit redundant res field from getSummaryByAsset
 endpoint

---
 workers/loc.api/sync/summary.by.asset/index.js | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 1b7a57a1..75a03291 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -124,7 +124,8 @@ class SummaryByAsset {
       omit(item, [
         'balanceChangeUsd',
         'tradingFeesUsd',
-        'calcedStartWalletBalanceUsd'
+        'calcedStartWalletBalanceUsd',
+        'allFeesUsd'
       ])
     ))
 

From 30417cec16587efddd4eebf1e91e596ae16483ad Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Wed, 24 Sep 2025 10:38:14 +0300
Subject: [PATCH 07/26] Update data consistency checker for getSummaryByAsset
 endpoint

---
 workers/loc.api/sync/data.consistency.checker/checkers.js | 1 +
 1 file changed, 1 insertion(+)

diff --git a/workers/loc.api/sync/data.consistency.checker/checkers.js b/workers/loc.api/sync/data.consistency.checker/checkers.js
index ff5b666e..aaff50dc 100644
--- a/workers/loc.api/sync/data.consistency.checker/checkers.js
+++ b/workers/loc.api/sync/data.consistency.checker/checkers.js
@@ -181,6 +181,7 @@ class Checkers {
         auth,
         params: {
           schema: [
+            this.SYNC_API_METHODS.TRADES,
             this.SYNC_API_METHODS.LEDGERS,
             this.SYNC_API_METHODS.CANDLES,
             this.SYNC_API_METHODS.MOVEMENTS

From 6948cd3c722479e6edfc451ac5f8702bc695157f Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Wed, 24 Sep 2025 10:39:22 +0300
Subject: [PATCH 08/26] Update test cases for getSummaryByAsset endpoint

---
 .../additional-api-sync-mode-sqlite-test-cases.js         | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/test/test-cases/additional-api-sync-mode-sqlite-test-cases.js b/test/test-cases/additional-api-sync-mode-sqlite-test-cases.js
index b4cd8fc6..cc4226f3 100644
--- a/test/test-cases/additional-api-sync-mode-sqlite-test-cases.js
+++ b/test/test-cases/additional-api-sync-mode-sqlite-test-cases.js
@@ -819,7 +819,9 @@ module.exports = (
       'balanceChangeUsd',
       'balanceChangePerc',
       'volumeUsd',
-      'tradingFeesUsd'
+      'tradingFeesUsd',
+      'allFeesUsd',
+      'depositsWithdrawalsUsd'
     ])
   })
 
@@ -866,7 +868,9 @@ module.exports = (
       'balanceChangeUsd',
       'balanceChangePerc',
       'volumeUsd',
-      'tradingFeesUsd'
+      'tradingFeesUsd',
+      'allFeesUsd',
+      'depositsWithdrawalsUsd'
     ])
   })
 

From a95c0856c298b8e4073e4cc60fbe5ae223cdd5f1 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Mon, 29 Sep 2025 14:00:55 +0300
Subject: [PATCH 09/26] Adapt WinLossVSAccountBalance service to get daily
 returns

---
 .../sync/win.loss.vs.account.balance/index.js | 26 +++++++++++++++++++
 1 file changed, 26 insertions(+)

diff --git a/workers/loc.api/sync/win.loss.vs.account.balance/index.js b/workers/loc.api/sync/win.loss.vs.account.balance/index.js
index 7b426985..734acdd8 100644
--- a/workers/loc.api/sync/win.loss.vs.account.balance/index.js
+++ b/workers/loc.api/sync/win.loss.vs.account.balance/index.js
@@ -32,6 +32,7 @@ class WinLossVSAccountBalance {
       timeframe = 'day',
       start = 0,
       end = Date.now(),
+      shouldTimeframePLBeReturned,
       isUnrealizedProfitExcluded,
       isVSPrevDayBalance
     } = params ?? {}
@@ -60,6 +61,7 @@ class WinLossVSAccountBalance {
     const getWinLossPercByTimeframe = isVSPrevDayBalance
       ? this._getWinLossPrevDayBalanceByTimeframe(
         {
+          shouldTimeframePLBeReturned,
           isUnrealizedProfitExcluded,
           firstWalletsVals
         }
@@ -193,6 +195,7 @@ class WinLossVSAccountBalance {
   }
 
   _getWinLossPrevDayBalanceByTimeframe ({
+    shouldTimeframePLBeReturned,
     isUnrealizedProfitExcluded,
     firstWalletsVals
   }) {
@@ -200,6 +203,7 @@ class WinLossVSAccountBalance {
     let prevWallets = 0
     let prevPL = 0
     let prevMultiplying = 1
+    let totalMovements = 0
 
     return ({
       walletsGroupedByTimeframe = {},
@@ -228,6 +232,7 @@ class WinLossVSAccountBalance {
       const movements = Number.isFinite(movementsRes[symb])
         ? movementsRes[symb]
         : 0
+      totalMovements += movements
       const wallets = Number.isFinite(walletsGroupedByTimeframe[symb])
         ? walletsGroupedByTimeframe[symb]
         : 0
@@ -241,6 +246,7 @@ class WinLossVSAccountBalance {
         : pl - prevPL
 
       const winLoss = realized + unrealized
+      const balanceWithoutMovements = wallets - totalMovements
 
       prevWallets = wallets
       prevPL = pl
@@ -249,6 +255,16 @@ class WinLossVSAccountBalance {
         !Number.isFinite(winLoss) ||
         prevWallets === 0
       ) {
+        if (shouldTimeframePLBeReturned) {
+          return {
+            balanceWithoutMovements,
+            pl: Number.isFinite(winLoss)
+              ? winLoss
+              : 0,
+            perc: prevPerc
+          }
+        }
+
         return { perc: prevPerc }
       }
 
@@ -256,6 +272,16 @@ class WinLossVSAccountBalance {
       const perc = (prevMultiplying - 1) * 100
       prevPerc = perc
 
+      if (shouldTimeframePLBeReturned) {
+        return {
+          balanceWithoutMovements,
+          pl: Number.isFinite(winLoss)
+            ? winLoss
+            : 0,
+          perc: prevPerc
+        }
+      }
+
       return { perc }
     }
   }

From 4fc46d843d2094e1bbbf5010b096d85f090dca07 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Mon, 29 Sep 2025 14:01:17 +0300
Subject: [PATCH 10/26] Get daily balances and pl for summary stats

---
 .../loc.api/sync/summary.by.asset/index.js    | 27 ++++++++++++++++---
 1 file changed, 23 insertions(+), 4 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 75a03291..f2eaeaa4 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -15,7 +15,8 @@ const depsTypes = (TYPES) => [
   TYPES.ALLOWED_COLLS,
   TYPES.Wallets,
   TYPES.Trades,
-  TYPES.Movements
+  TYPES.Movements,
+  TYPES.WinLossVSAccountBalance
 ]
 class SummaryByAsset {
   #ledgerFeeCats = [201, 204, 207, 222, 224, 228, 241,
@@ -29,7 +30,8 @@ class SummaryByAsset {
     ALLOWED_COLLS,
     wallets,
     trades,
-    movements
+    movements,
+    winLossVSAccountBalance
   ) {
     this.dao = dao
     this.syncSchema = syncSchema
@@ -39,6 +41,7 @@ class SummaryByAsset {
     this.wallets = wallets
     this.trades = trades
     this.movements = movements
+    this.winLossVSAccountBalance = winLossVSAccountBalance
 
     this.ledgersMethodColl = this.syncSchema.getMethodCollMap()
       .get(this.SYNC_API_METHODS.LEDGERS)
@@ -92,6 +95,19 @@ class SummaryByAsset {
       isDeposits: true,
       isExcludePrivate: false
     })
+    const dailyBalancesAndPLPromise = this.winLossVSAccountBalance
+      .getWinLossVSAccountBalance({
+        auth,
+        params: {
+          start,
+          end,
+          timeframe: 'day',
+          isUnrealizedProfitExcluded: args?.params
+            ?.isUnrealizedProfitExcluded,
+          isVSPrevDayBalance: true,
+          shouldTimeframePLBeReturned: true
+        }
+      })
 
     const [
       trades,
@@ -99,15 +115,18 @@ class SummaryByAsset {
       startWallets,
       endWallets,
       withdrawals,
-      deposits
+      deposits,
+      dailyBalancesAndPL
     ] = await Promise.all([
       tradesPromise,
       ledgersPromise,
       startWalletsPromise,
       endWalletsPromise,
       withdrawalsPromise,
-      depositsPromise
+      depositsPromise,
+      dailyBalancesAndPLPromise
     ])
+    console.log('[dailyBalancesAndPL]:', dailyBalancesAndPL)
 
     const _summaryByAsset = await this.#calcSummaryByAsset({
       trades,

From 34ab709ddc46224b09eaf0ee3ae437c2e3adb654 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Tue, 30 Sep 2025 11:03:26 +0300
Subject: [PATCH 11/26] Omit unnecessary zero first res

---
 workers/loc.api/sync/summary.by.asset/index.js  |  2 --
 .../sync/win.loss.vs.account.balance/index.js   | 17 ++++++++++++-----
 2 files changed, 12 insertions(+), 7 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index f2eaeaa4..f84e2071 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -104,7 +104,6 @@ class SummaryByAsset {
           timeframe: 'day',
           isUnrealizedProfitExcluded: args?.params
             ?.isUnrealizedProfitExcluded,
-          isVSPrevDayBalance: true,
           shouldTimeframePLBeReturned: true
         }
       })
@@ -126,7 +125,6 @@ class SummaryByAsset {
       depositsPromise,
       dailyBalancesAndPLPromise
     ])
-    console.log('[dailyBalancesAndPL]:', dailyBalancesAndPL)
 
     const _summaryByAsset = await this.#calcSummaryByAsset({
       trades,
diff --git a/workers/loc.api/sync/win.loss.vs.account.balance/index.js b/workers/loc.api/sync/win.loss.vs.account.balance/index.js
index 734acdd8..c57cd748 100644
--- a/workers/loc.api/sync/win.loss.vs.account.balance/index.js
+++ b/workers/loc.api/sync/win.loss.vs.account.balance/index.js
@@ -58,7 +58,10 @@ class WinLossVSAccountBalance {
       plGroupedByTimeframe
     } = await this.winLoss.getDataToCalcWinLoss(args)
 
-    const getWinLossPercByTimeframe = isVSPrevDayBalance
+    const getWinLossPercByTimeframe = (
+      isVSPrevDayBalance ||
+      shouldTimeframePLBeReturned
+    )
       ? this._getWinLossPrevDayBalanceByTimeframe(
         {
           shouldTimeframePLBeReturned,
@@ -99,10 +102,14 @@ class WinLossVSAccountBalance {
 
           return res
         })
-    pickedRes.push({
-      mts: start,
-      perc: 0
-    })
+
+    if (!shouldTimeframePLBeReturned) {
+      pickedRes.push({
+        mts: start,
+        perc: 0
+      })
+    }
+
     const res = this.winLoss.shiftMtsToNextTimeframe(
       pickedRes,
       { timeframe, end }

From 7ac4136842a584fdc64b250c788299db92dd3cda Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Tue, 30 Sep 2025 12:24:10 +0300
Subject: [PATCH 12/26] Add ability to get daily returns

---
 .../sync/win.loss.vs.account.balance/index.js | 22 ++++++++++---------
 1 file changed, 12 insertions(+), 10 deletions(-)

diff --git a/workers/loc.api/sync/win.loss.vs.account.balance/index.js b/workers/loc.api/sync/win.loss.vs.account.balance/index.js
index c57cd748..3cec3e0d 100644
--- a/workers/loc.api/sync/win.loss.vs.account.balance/index.js
+++ b/workers/loc.api/sync/win.loss.vs.account.balance/index.js
@@ -253,9 +253,12 @@ class WinLossVSAccountBalance {
         : pl - prevPL
 
       const winLoss = realized + unrealized
+
       const balanceWithoutMovements = wallets - totalMovements
+      const fullBalanceWithoutMovements = isUnrealizedProfitExcluded
+        ? balanceWithoutMovements
+        : balanceWithoutMovements + pl
 
-      prevWallets = wallets
       prevPL = pl
 
       if (
@@ -264,10 +267,8 @@ class WinLossVSAccountBalance {
       ) {
         if (shouldTimeframePLBeReturned) {
           return {
-            balanceWithoutMovements,
-            pl: Number.isFinite(winLoss)
-              ? winLoss
-              : 0,
+            balanceWithoutMovementsUsd: fullBalanceWithoutMovements,
+            returns: 0,
             perc: prevPerc
           }
         }
@@ -277,15 +278,16 @@ class WinLossVSAccountBalance {
 
       prevMultiplying = ((prevWallets + winLoss) / prevWallets) * prevMultiplying
       const perc = (prevMultiplying - 1) * 100
+      const returns = winLoss / prevWallets
+
       prevPerc = perc
+      prevWallets = wallets
 
       if (shouldTimeframePLBeReturned) {
         return {
-          balanceWithoutMovements,
-          pl: Number.isFinite(winLoss)
-            ? winLoss
-            : 0,
-          perc: prevPerc
+          balanceWithoutMovementsUsd: fullBalanceWithoutMovements,
+          returns,
+          perc
         }
       }
 

From 2ca171bb801dec2dd744b31c8fc4e3fec79a26bf Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Tue, 30 Sep 2025 12:44:26 +0300
Subject: [PATCH 13/26] Calc pl usd for summary statistic

---
 .../loc.api/sync/summary.by.asset/index.js    | 57 ++++++++++++-------
 1 file changed, 38 insertions(+), 19 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index f84e2071..eeb97251 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -126,7 +126,7 @@ class SummaryByAsset {
       dailyBalancesAndPLPromise
     ])
 
-    const _summaryByAsset = await this.#calcSummaryByAsset({
+    const _summaryByAsset = this.#calcSummaryByAsset({
       trades,
       ledgers,
       startWallets,
@@ -135,7 +135,8 @@ class SummaryByAsset {
     const total = this.#calcTotal(
       _summaryByAsset,
       withdrawals,
-      deposits
+      deposits,
+      dailyBalancesAndPL
     )
     const summaryByAsset = _summaryByAsset.map((item) => (
       omit(item, [
@@ -152,7 +153,7 @@ class SummaryByAsset {
     }
   }
 
-  async #calcSummaryByAsset ({
+  #calcSummaryByAsset ({
     trades,
     ledgers,
     startWallets,
@@ -336,8 +337,19 @@ class SummaryByAsset {
   #calcTotal (
     summaryByAsset,
     withdrawals,
-    deposits
+    deposits,
+    dailyBalancesAndPL
   ) {
+    const calcedWithdrawalsUsd = this.#calcFieldByName(
+      withdrawals,
+      'amountUsd'
+    )
+    const calcedDepositsUsd = this.#calcFieldByName(
+      deposits,
+      'amountUsd'
+    )
+    const plUsd = this.#calcPLUsd(dailyBalancesAndPL)
+
     const initTotal = {
       balanceUsd: 0,
       balanceChangeUsd: 0,
@@ -347,7 +359,12 @@ class SummaryByAsset {
       allFeesUsd: 0,
 
       calcedStartWalletBalanceUsd: 0,
-      depositsWithdrawalsUsd: 0
+
+      depositsWithdrawalsUsd: (
+        calcedWithdrawalsUsd +
+        calcedDepositsUsd
+      ),
+      plUsd
     }
 
     const res = summaryByAsset.reduce((accum, curr) => {
@@ -372,20 +389,6 @@ class SummaryByAsset {
       return accum
     }, initTotal)
 
-    const calcedWithdrawalsUsd = this.#calcFieldByName(
-      withdrawals,
-      'amountUsd'
-    )
-    const calcedDepositsUsd = this.#calcFieldByName(
-      deposits,
-      'amountUsd'
-    )
-    res.depositsWithdrawalsUsd = (
-      res.depositsWithdrawalsUsd +
-      calcedWithdrawalsUsd +
-      calcedDepositsUsd
-    )
-
     return omit(res, ['calcedStartWalletBalanceUsd'])
   }
 
@@ -429,6 +432,22 @@ class SummaryByAsset {
 
     return ledgerMap
   }
+
+  #calcPLUsd (dailyBalancesAndPL) {
+    if (
+      !Array.isArray(dailyBalancesAndPL) ||
+      dailyBalancesAndPL.length === 0
+    ) {
+      return 0
+    }
+
+    const lastBalance = dailyBalancesAndPL?.[0]
+      ?.balanceWithoutMovementsUsd ?? 0
+    const firstBalance = dailyBalancesAndPL?.[dailyBalancesAndPL.length - 1]
+      ?.balanceWithoutMovementsUsd ?? 0
+
+    return lastBalance - firstBalance
+  }
 }
 
 decorateInjectable(SummaryByAsset, depsTypes)

From 4db01bb29ba764b272f324a2d1c01d44c7321c7d Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Tue, 30 Sep 2025 12:47:44 +0300
Subject: [PATCH 14/26] Add isUnrealizedProfitExcluded flag to data validation
 schema

---
 workers/loc.api/data-validator/schemas/getSummaryByAssetReq.js | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/workers/loc.api/data-validator/schemas/getSummaryByAssetReq.js b/workers/loc.api/data-validator/schemas/getSummaryByAssetReq.js
index fbb0b21d..70e7e29d 100644
--- a/workers/loc.api/data-validator/schemas/getSummaryByAssetReq.js
+++ b/workers/loc.api/data-validator/schemas/getSummaryByAssetReq.js
@@ -12,6 +12,9 @@ module.exports = {
     },
     end: {
       $ref: 'defs#/definitions/end'
+    },
+    isUnrealizedProfitExcluded: {
+      $ref: 'fwDefs#/definitions/isUnrealizedProfitExcluded'
     }
   }
 }

From c1943ad991393e8f917f9af2305910e4b4d002ab Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Tue, 30 Sep 2025 13:07:05 +0300
Subject: [PATCH 15/26] Get daily returns

---
 workers/loc.api/sync/summary.by.asset/index.js | 9 +++++++++
 1 file changed, 9 insertions(+)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index eeb97251..d853ba96 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -349,6 +349,7 @@ class SummaryByAsset {
       'amountUsd'
     )
     const plUsd = this.#calcPLUsd(dailyBalancesAndPL)
+    const returns = this.#getDailyReturns(dailyBalancesAndPL)
 
     const initTotal = {
       balanceUsd: 0,
@@ -448,6 +449,14 @@ class SummaryByAsset {
 
     return lastBalance - firstBalance
   }
+
+  #getDailyReturns (dailyBalancesAndPL) {
+    if (!Array.isArray(dailyBalancesAndPL)) {
+      return []
+    }
+
+    return dailyBalancesAndPL.map((item) => item?.returns)
+  }
 }
 
 decorateInjectable(SummaryByAsset, depsTypes)

From 9bddd94acf8e76c03aad93e716a6f4a4de4afaed Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Tue, 30 Sep 2025 13:24:51 +0300
Subject: [PATCH 16/26] Calc volatility percentage

---
 package-lock.json                             | 89 +++++++++++++++++++
 package.json                                  |  1 +
 .../loc.api/sync/summary.by.asset/index.js    |  9 +-
 3 files changed, 98 insertions(+), 1 deletion(-)

diff --git a/package-lock.json b/package-lock.json
index 5cec6e1b..f1f176dc 100644
--- a/package-lock.json
+++ b/package-lock.json
@@ -20,6 +20,7 @@
         "inversify": "6.0.1",
         "lib-js-util-base": "git+https://github.com/bitfinexcom/lib-js-util-base.git",
         "lodash": "4.17.21",
+        "mathjs": "14.8.1",
         "moment": "2.29.4",
         "puppeteer": "24.1.0",
         "uuid": "9.0.0",
@@ -2067,6 +2068,19 @@
       "resolved": "https://registry.npmjs.org/commander/-/commander-2.20.3.tgz",
       "integrity": "sha512-GpVkmM8vF2vQUkj2LvZmD35JxeJOLCwJ9cUkugyk2nuhbv3+mJvpLYYt+0+USMxE+oj+ey/lJEnhZw75x/OMcQ=="
     },
+    "node_modules/complex.js": {
+      "version": "2.4.2",
+      "resolved": "https://registry.npmjs.org/complex.js/-/complex.js-2.4.2.tgz",
+      "integrity": "sha512-qtx7HRhPGSCBtGiST4/WGHuW+zeaND/6Ld+db6PbrulIB1i2Ev/2UPiqcmpQNPSyfBKraC0EOvOKCB5dGZKt3g==",
+      "license": "MIT",
+      "engines": {
+        "node": "*"
+      },
+      "funding": {
+        "type": "github",
+        "url": "https://github.com/sponsors/rawify"
+      }
+    },
     "node_modules/component-emitter": {
       "version": "1.3.1",
       "resolved": "https://registry.npmjs.org/component-emitter/-/component-emitter-1.3.1.tgz",
@@ -2410,6 +2424,12 @@
         "url": "https://github.com/sponsors/sindresorhus"
       }
     },
+    "node_modules/decimal.js": {
+      "version": "10.6.0",
+      "resolved": "https://registry.npmjs.org/decimal.js/-/decimal.js-10.6.0.tgz",
+      "integrity": "sha512-YpgQiITW3JXGntzdUmyUR1V812Hn8T1YVXhCu+wO3OpS4eU9l4YdD3qjyiKdV6mvV29zapkMeD390UVEf2lkUg==",
+      "license": "MIT"
+    },
     "node_modules/decompress-response": {
       "version": "6.0.0",
       "resolved": "https://registry.npmjs.org/decompress-response/-/decompress-response-6.0.0.tgz",
@@ -2848,6 +2868,12 @@
       "integrity": "sha512-NiSupZ4OeuGwr68lGIeym/ksIZMJodUGOSCZ/FSnTxcrekbvqrgdUxlJOMpijaKZVjAJrWrGs/6Jy8OMuyj9ow==",
       "dev": true
     },
+    "node_modules/escape-latex": {
+      "version": "1.2.0",
+      "resolved": "https://registry.npmjs.org/escape-latex/-/escape-latex-1.2.0.tgz",
+      "integrity": "sha512-nV5aVWW1K0wEiUIEdZ4erkGGH8mDxGyxSeqPzRNtWP7ataw+/olFObw7hujFWlVjNsaDFw5VZ5NzVSIqRgfTiw==",
+      "license": "MIT"
+    },
     "node_modules/escape-string-regexp": {
       "version": "4.0.0",
       "resolved": "https://registry.npmjs.org/escape-string-regexp/-/escape-string-regexp-4.0.0.tgz",
@@ -3759,6 +3785,19 @@
         "node": ">= 0.6"
       }
     },
+    "node_modules/fraction.js": {
+      "version": "5.3.4",
+      "resolved": "https://registry.npmjs.org/fraction.js/-/fraction.js-5.3.4.tgz",
+      "integrity": "sha512-1X1NTtiJphryn/uLQz3whtY6jK3fTqoE3ohKs0tT+Ujr1W59oopxmoEh7Lu5p6vBaPbgoM0bzveAW4Qi5RyWDQ==",
+      "license": "MIT",
+      "engines": {
+        "node": "*"
+      },
+      "funding": {
+        "type": "github",
+        "url": "https://github.com/sponsors/rawify"
+      }
+    },
     "node_modules/fresh": {
       "version": "0.5.2",
       "resolved": "https://registry.npmjs.org/fresh/-/fresh-0.5.2.tgz",
@@ -5010,6 +5049,12 @@
         "@pkgjs/parseargs": "^0.11.0"
       }
     },
+    "node_modules/javascript-natural-sort": {
+      "version": "0.7.1",
+      "resolved": "https://registry.npmjs.org/javascript-natural-sort/-/javascript-natural-sort-0.7.1.tgz",
+      "integrity": "sha512-nO6jcEfZWQXDhOiBtG2KvKyEptz7RVbpGP4vTD2hLBdmNQSsCiicO2Ioinv6UI4y9ukqnBpy+XZ9H6uLNgJTlw==",
+      "license": "MIT"
+    },
     "node_modules/js-stringify": {
       "version": "1.0.2",
       "resolved": "https://registry.npmjs.org/js-stringify/-/js-stringify-1.0.2.tgz",
@@ -5466,6 +5511,29 @@
         "node": ">= 0.4"
       }
     },
+    "node_modules/mathjs": {
+      "version": "14.8.1",
+      "resolved": "https://registry.npmjs.org/mathjs/-/mathjs-14.8.1.tgz",
+      "integrity": "sha512-7UDitJFsXoPbFdK2V7S6uJp7krx9B5bQSzAvCnh7ecsceSK4w0PBbEt9B3IRg9lHqzjk3YJNT1fZg/BNK+4CQw==",
+      "license": "Apache-2.0",
+      "dependencies": {
+        "@babel/runtime": "^7.26.10",
+        "complex.js": "^2.2.5",
+        "decimal.js": "^10.4.3",
+        "escape-latex": "^1.2.0",
+        "fraction.js": "^5.2.1",
+        "javascript-natural-sort": "^0.7.1",
+        "seedrandom": "^3.0.5",
+        "tiny-emitter": "^2.1.0",
+        "typed-function": "^4.2.1"
+      },
+      "bin": {
+        "mathjs": "bin/cli.js"
+      },
+      "engines": {
+        "node": ">= 18"
+      }
+    },
     "node_modules/media-typer": {
       "version": "0.3.0",
       "resolved": "https://registry.npmjs.org/media-typer/-/media-typer-0.3.0.tgz",
@@ -7114,6 +7182,12 @@
       "integrity": "sha512-YZo3K82SD7Riyi0E1EQPojLz7kpepnSQI9IyPbHHg1XXXevb5dJI7tpyN2ADxGcQbHG7vcyRHk0cbwqcQriUtg==",
       "dev": true
     },
+    "node_modules/seedrandom": {
+      "version": "3.0.5",
+      "resolved": "https://registry.npmjs.org/seedrandom/-/seedrandom-3.0.5.tgz",
+      "integrity": "sha512-8OwmbklUNzwezjGInmZ+2clQmExQPvomqjL7LFqOYqtmuxRgQYqOD3mHaU+MvZn5FLUeVxVfQjwLZW/n/JFuqg==",
+      "license": "MIT"
+    },
     "node_modules/semver": {
       "version": "7.7.1",
       "resolved": "https://registry.npmjs.org/semver/-/semver-7.7.1.tgz",
@@ -7916,6 +7990,12 @@
       "resolved": "https://registry.npmjs.org/through/-/through-2.3.8.tgz",
       "integrity": "sha512-w89qg7PI8wAdvX60bMDP+bFoD5Dvhm9oLheFp5O4a2QF0cSBGsBX4qZmadPMvVqlLJBBci+WqGGOAPvcDeNSVg=="
     },
+    "node_modules/tiny-emitter": {
+      "version": "2.1.0",
+      "resolved": "https://registry.npmjs.org/tiny-emitter/-/tiny-emitter-2.1.0.tgz",
+      "integrity": "sha512-NB6Dk1A9xgQPMoGqC5CVXn123gWyte215ONT5Pp5a0yt4nlEoO1ZWeCwpncaekPHXO60i47ihFnZPiRPjRMq4Q==",
+      "license": "MIT"
+    },
     "node_modules/to-regex-range": {
       "version": "5.0.1",
       "resolved": "https://registry.npmjs.org/to-regex-range/-/to-regex-range-5.0.1.tgz",
@@ -8120,6 +8200,15 @@
         "url": "https://github.com/sponsors/ljharb"
       }
     },
+    "node_modules/typed-function": {
+      "version": "4.2.1",
+      "resolved": "https://registry.npmjs.org/typed-function/-/typed-function-4.2.1.tgz",
+      "integrity": "sha512-EGjWssW7Tsk4DGfE+5yluuljS1OGYWiI1J6e8puZz9nTMM51Oug8CD5Zo4gWMsOhq5BI+1bF+rWTm4Vbj3ivRA==",
+      "license": "MIT",
+      "engines": {
+        "node": ">= 18"
+      }
+    },
     "node_modules/typed-query-selector": {
       "version": "2.12.0",
       "resolved": "https://registry.npmjs.org/typed-query-selector/-/typed-query-selector-2.12.0.tgz",
diff --git a/package.json b/package.json
index fa48288a..7bb6e35f 100644
--- a/package.json
+++ b/package.json
@@ -16,6 +16,7 @@
     "inversify": "6.0.1",
     "lib-js-util-base": "git+https://github.com/bitfinexcom/lib-js-util-base.git",
     "lodash": "4.17.21",
+    "mathjs": "14.8.1",
     "moment": "2.29.4",
     "puppeteer": "24.1.0",
     "uuid": "9.0.0",
diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index d853ba96..4e1d0316 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -2,6 +2,7 @@
 
 const { omit } = require('lib-js-util-base')
 const moment = require('moment')
+const math = require('mathjs')
 
 const { pushLargeArr } = require('../../helpers/utils')
 
@@ -350,6 +351,7 @@ class SummaryByAsset {
     )
     const plUsd = this.#calcPLUsd(dailyBalancesAndPL)
     const returns = this.#getDailyReturns(dailyBalancesAndPL)
+    const volatilityPerc = this.#calcVolatilityPerc(returns)
 
     const initTotal = {
       balanceUsd: 0,
@@ -365,7 +367,8 @@ class SummaryByAsset {
         calcedWithdrawalsUsd +
         calcedDepositsUsd
       ),
-      plUsd
+      plUsd,
+      volatilityPerc
     }
 
     const res = summaryByAsset.reduce((accum, curr) => {
@@ -457,6 +460,10 @@ class SummaryByAsset {
 
     return dailyBalancesAndPL.map((item) => item?.returns)
   }
+
+  #calcVolatilityPerc (dailyReturns) {
+    return math.std(dailyReturns) * Math.sqrt(365) * 100
+  }
 }
 
 decorateInjectable(SummaryByAsset, depsTypes)

From 5cd77f1a58a839eba7cef543eadf5454b581cfd3 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Wed, 1 Oct 2025 10:42:09 +0300
Subject: [PATCH 17/26] Rework volatility perc calc

---
 workers/loc.api/sync/summary.by.asset/index.js | 14 +++++++++++---
 1 file changed, 11 insertions(+), 3 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 4e1d0316..3cbd34ea 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -351,7 +351,9 @@ class SummaryByAsset {
     )
     const plUsd = this.#calcPLUsd(dailyBalancesAndPL)
     const returns = this.#getDailyReturns(dailyBalancesAndPL)
-    const volatilityPerc = this.#calcVolatilityPerc(returns)
+    const {
+      volatilityPerc
+    } = this.#calcDailyReturnStatistics(returns)
 
     const initTotal = {
       balanceUsd: 0,
@@ -461,8 +463,14 @@ class SummaryByAsset {
     return dailyBalancesAndPL.map((item) => item?.returns)
   }
 
-  #calcVolatilityPerc (dailyReturns) {
-    return math.std(dailyReturns) * Math.sqrt(365) * 100
+  #calcDailyReturnStatistics (dailyReturns) {
+    const returnsStd = math.std(dailyReturns)
+
+    const volatilityPerc = returnsStd * Math.sqrt(365) * 100
+
+    return {
+      volatilityPerc
+    }
   }
 }
 

From a304650bf99d93c29d289a6cb3c35f5aa890b7ad Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Wed, 1 Oct 2025 10:52:28 +0300
Subject: [PATCH 18/26] Calc sharpe ratio

---
 workers/loc.api/sync/summary.by.asset/index.js | 16 +++++++++++-----
 1 file changed, 11 insertions(+), 5 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 3cbd34ea..47253ec3 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -352,7 +352,8 @@ class SummaryByAsset {
     const plUsd = this.#calcPLUsd(dailyBalancesAndPL)
     const returns = this.#getDailyReturns(dailyBalancesAndPL)
     const {
-      volatilityPerc
+      volatilityPerc,
+      sharpeRatio
     } = this.#calcDailyReturnStatistics(returns)
 
     const initTotal = {
@@ -370,7 +371,8 @@ class SummaryByAsset {
         calcedDepositsUsd
       ),
       plUsd,
-      volatilityPerc
+      volatilityPerc,
+      sharpeRatio
     }
 
     const res = summaryByAsset.reduce((accum, curr) => {
@@ -464,12 +466,16 @@ class SummaryByAsset {
   }
 
   #calcDailyReturnStatistics (dailyReturns) {
-    const returnsStd = math.std(dailyReturns)
+    const returnStd = math.std(dailyReturns)
+    const avgReturn = math.mean(dailyReturns)
+    const sqrt365 = Math.sqrt(365)
 
-    const volatilityPerc = returnsStd * Math.sqrt(365) * 100
+    const volatilityPerc = returnStd * sqrt365 * 100
+    const sharpeRatio = (avgReturn / returnStd) * sqrt365
 
     return {
-      volatilityPerc
+      volatilityPerc,
+      sharpeRatio
     }
   }
 }

From 3924ab4f4740cbbcee1482190bfd5804fb662453 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Wed, 1 Oct 2025 11:00:44 +0300
Subject: [PATCH 19/26] Calc sortino ratio

---
 workers/loc.api/sync/summary.by.asset/index.js | 15 ++++++++++++---
 1 file changed, 12 insertions(+), 3 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 47253ec3..52ac87f2 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -353,7 +353,8 @@ class SummaryByAsset {
     const returns = this.#getDailyReturns(dailyBalancesAndPL)
     const {
       volatilityPerc,
-      sharpeRatio
+      sharpeRatio,
+      sortinoRatio
     } = this.#calcDailyReturnStatistics(returns)
 
     const initTotal = {
@@ -372,7 +373,8 @@ class SummaryByAsset {
       ),
       plUsd,
       volatilityPerc,
-      sharpeRatio
+      sharpeRatio,
+      sortinoRatio
     }
 
     const res = summaryByAsset.reduce((accum, curr) => {
@@ -473,9 +475,16 @@ class SummaryByAsset {
     const volatilityPerc = returnStd * sqrt365 * 100
     const sharpeRatio = (avgReturn / returnStd) * sqrt365
 
+    const negativeReturns = dailyReturns.filter((r) => r < 0)
+    const downsideStd = negativeReturns.length > 0
+      ? math.std(negativeReturns)
+      : 0.00001
+    const sortinoRatio = (avgReturn / downsideStd) * sqrt365
+
     return {
       volatilityPerc,
-      sharpeRatio
+      sharpeRatio,
+      sortinoRatio
     }
   }
 }

From a83f99945e6150bcc4c55d5f9987227b7a1fe9f6 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Wed, 1 Oct 2025 11:27:51 +0300
Subject: [PATCH 20/26] Calc max drawdown perc

---
 .../loc.api/sync/summary.by.asset/index.js    | 37 ++++++++++++++++++-
 1 file changed, 36 insertions(+), 1 deletion(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 52ac87f2..d8796397 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -4,6 +4,7 @@ const { omit } = require('lib-js-util-base')
 const moment = require('moment')
 const math = require('mathjs')
 
+const { getBackIterable } = require('../helpers')
 const { pushLargeArr } = require('../../helpers/utils')
 
 const { decorateInjectable } = require('../../di/utils')
@@ -356,6 +357,7 @@ class SummaryByAsset {
       sharpeRatio,
       sortinoRatio
     } = this.#calcDailyReturnStatistics(returns)
+    const maxDrawdownPerc = this.#calcMaxDrawdownPerc(dailyBalancesAndPL)
 
     const initTotal = {
       balanceUsd: 0,
@@ -374,7 +376,8 @@ class SummaryByAsset {
       plUsd,
       volatilityPerc,
       sharpeRatio,
-      sortinoRatio
+      sortinoRatio,
+      maxDrawdownPerc
     }
 
     const res = summaryByAsset.reduce((accum, curr) => {
@@ -487,6 +490,38 @@ class SummaryByAsset {
       sortinoRatio
     }
   }
+
+  #calcMaxDrawdownPerc (dailyBalancesAndPL) {
+    if (
+      !Array.isArray(dailyBalancesAndPL) ||
+      dailyBalancesAndPL.length === 0
+    ) {
+      return 0
+    }
+
+    const iterator = getBackIterable(dailyBalancesAndPL)
+    let peak = dailyBalancesAndPL?.[dailyBalancesAndPL.length - 1]
+      ?.balanceWithoutMovementsUsd ?? 0
+    let maxDrawdown = 0
+
+    for (const item of iterator) {
+      const balance = item?.balanceWithoutMovementsUsd ?? 0
+
+      if (balance > peak) {
+        peak = balance
+      }
+
+      const drawdown = peak !== 0
+        ? (peak - balance) / peak
+        : 0
+
+      if (drawdown > maxDrawdown) {
+        maxDrawdown = drawdown
+      }
+    }
+
+    return maxDrawdown * 100
+  }
 }
 
 decorateInjectable(SummaryByAsset, depsTypes)

From 15572880ea7dd16865e03c7d541479b6dfb42d74 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Thu, 2 Oct 2025 12:15:12 +0300
Subject: [PATCH 21/26] Enhance data consistency checker for summary stats

---
 workers/loc.api/sync/data.consistency.checker/checkers.js | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/workers/loc.api/sync/data.consistency.checker/checkers.js b/workers/loc.api/sync/data.consistency.checker/checkers.js
index aaff50dc..9133b3a5 100644
--- a/workers/loc.api/sync/data.consistency.checker/checkers.js
+++ b/workers/loc.api/sync/data.consistency.checker/checkers.js
@@ -184,7 +184,9 @@ class Checkers {
             this.SYNC_API_METHODS.TRADES,
             this.SYNC_API_METHODS.LEDGERS,
             this.SYNC_API_METHODS.CANDLES,
-            this.SYNC_API_METHODS.MOVEMENTS
+            this.SYNC_API_METHODS.MOVEMENTS,
+            this.SYNC_API_METHODS.POSITIONS_SNAPSHOT,
+            this.SYNC_API_METHODS.POSITIONS_HISTORY
           ]
         }
       })

From 24fc8834a20de7729cea35c41e435958a46c984a Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Thu, 2 Oct 2025 12:15:35 +0300
Subject: [PATCH 22/26] Drop redundant dao service injection

---
 workers/loc.api/sync/win.loss/index.js | 3 ---
 1 file changed, 3 deletions(-)

diff --git a/workers/loc.api/sync/win.loss/index.js b/workers/loc.api/sync/win.loss/index.js
index 61f780e9..d6b0bd7f 100644
--- a/workers/loc.api/sync/win.loss/index.js
+++ b/workers/loc.api/sync/win.loss/index.js
@@ -12,7 +12,6 @@ const {
 const { decorateInjectable } = require('../../di/utils')
 
 const depsTypes = (TYPES) => [
-  TYPES.DAO,
   TYPES.SyncSchema,
   TYPES.BalanceHistory,
   TYPES.PositionsSnapshot,
@@ -24,7 +23,6 @@ const depsTypes = (TYPES) => [
 ]
 class WinLoss {
   constructor (
-    dao,
     syncSchema,
     balanceHistory,
     positionsSnapshot,
@@ -34,7 +32,6 @@ class WinLoss {
     movements,
     wallets
   ) {
-    this.dao = dao
     this.syncSchema = syncSchema
     this.balanceHistory = balanceHistory
     this.positionsSnapshot = positionsSnapshot

From b3d8ed933673e17f0b551cc86fc917cfc1763a7a Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Thu, 2 Oct 2025 12:16:11 +0300
Subject: [PATCH 23/26] Enhance test coverage for summary stats

---
 .../additional-api-sync-mode-sqlite-test-cases.js  | 14 ++++++++++++--
 1 file changed, 12 insertions(+), 2 deletions(-)

diff --git a/test/test-cases/additional-api-sync-mode-sqlite-test-cases.js b/test/test-cases/additional-api-sync-mode-sqlite-test-cases.js
index cc4226f3..5b79c8d9 100644
--- a/test/test-cases/additional-api-sync-mode-sqlite-test-cases.js
+++ b/test/test-cases/additional-api-sync-mode-sqlite-test-cases.js
@@ -821,7 +821,12 @@ module.exports = (
       'volumeUsd',
       'tradingFeesUsd',
       'allFeesUsd',
-      'depositsWithdrawalsUsd'
+      'depositsWithdrawalsUsd',
+      'plUsd',
+      'volatilityPerc',
+      'sharpeRatio',
+      'sortinoRatio',
+      'maxDrawdownPerc'
     ])
   })
 
@@ -870,7 +875,12 @@ module.exports = (
       'volumeUsd',
       'tradingFeesUsd',
       'allFeesUsd',
-      'depositsWithdrawalsUsd'
+      'depositsWithdrawalsUsd',
+      'plUsd',
+      'volatilityPerc',
+      'sharpeRatio',
+      'sortinoRatio',
+      'maxDrawdownPerc'
     ])
   })
 

From 6e3bd79146068fc390b8d39f926505ae570cf73d Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Thu, 2 Oct 2025 12:31:54 +0300
Subject: [PATCH 24/26] Enhance daily return stat calc

---
 workers/loc.api/sync/summary.by.asset/index.js | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index d8796397..1f82f074 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -476,13 +476,17 @@ class SummaryByAsset {
     const sqrt365 = Math.sqrt(365)
 
     const volatilityPerc = returnStd * sqrt365 * 100
-    const sharpeRatio = (avgReturn / returnStd) * sqrt365
+    const sharpeRatio = returnStd !== 0
+      ? (avgReturn / returnStd) * sqrt365
+      : 0
 
     const negativeReturns = dailyReturns.filter((r) => r < 0)
     const downsideStd = negativeReturns.length > 0
       ? math.std(negativeReturns)
       : 0.00001
-    const sortinoRatio = (avgReturn / downsideStd) * sqrt365
+    const sortinoRatio = downsideStd !== 0
+      ? (avgReturn / downsideStd) * sqrt365
+      : 0
 
     return {
       volatilityPerc,

From b7eb3209ae34a843deac9495742b6a16fd29e725 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Thu, 2 Oct 2025 12:57:29 +0300
Subject: [PATCH 25/26] Adjust ledger categories

---
 workers/loc.api/sync/summary.by.asset/index.js | 18 +++++++++++++-----
 1 file changed, 13 insertions(+), 5 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 1f82f074..58111114 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -21,8 +21,14 @@ const depsTypes = (TYPES) => [
   TYPES.WinLossVSAccountBalance
 ]
 class SummaryByAsset {
-  #ledgerFeeCats = [201, 204, 207, 222, 224, 228, 241,
-    243, 251, 254, 255, 258, 905]
+  #ledgerMarginFundingPaymentCat = 28
+  #ledgerTradingFeeCat = 201
+
+  #ledgerFeeCats = [this.#ledgerTradingFeeCat, 204, 207, 222, 224,
+    228, 241, 243, 251, 254, 255, 258, 905]
+
+  #allUsedLedgerCats = [this.#ledgerMarginFundingPaymentCat,
+    ...this.#ledgerFeeCats]
 
   constructor (
     dao,
@@ -215,13 +221,15 @@ class SummaryByAsset {
       const ledgerMap = this.#makeLedgerMapFilteredByCcyGroupedByCategory(
         ledgers,
         currency,
-        [28, ...this.#ledgerFeeCats]
+        this.#allUsedLedgerCats
       )
       const tradesForCurrency = trades.filter((trade) => (
         trade?.baseCurrency === currency
       ))
-      const marginFundingPaymentLedgers = ledgerMap.get(28) ?? []
-      const tradingFeeLedgers = ledgerMap.get(201) ?? []
+      const marginFundingPaymentLedgers = ledgerMap
+        .get(this.#ledgerMarginFundingPaymentCat) ?? []
+      const tradingFeeLedgers = ledgerMap
+        .get(this.#ledgerTradingFeeCat) ?? []
       const allFeeLedgers = this.#ledgerFeeCats.reduce((accum, cat) => {
         pushLargeArr(accum, ledgerMap.get(cat) ?? [])
 

From 41850cd5655491e599c1c025536f933948032955 Mon Sep 17 00:00:00 2001
From: Vladimir Voronkov <vsvoronkov@gmail.com>
Date: Thu, 2 Oct 2025 13:05:22 +0300
Subject: [PATCH 26/26] Optimaze ledger map creation

---
 workers/loc.api/sync/summary.by.asset/index.js | 13 +++++--------
 1 file changed, 5 insertions(+), 8 deletions(-)

diff --git a/workers/loc.api/sync/summary.by.asset/index.js b/workers/loc.api/sync/summary.by.asset/index.js
index 58111114..36a8dd31 100644
--- a/workers/loc.api/sync/summary.by.asset/index.js
+++ b/workers/loc.api/sync/summary.by.asset/index.js
@@ -438,17 +438,14 @@ class SummaryByAsset {
     }
 
     for (const ledger of ledgers) {
-      if (ledger?.[this.ledgersSymbolFieldName] !== ccy) {
+      if (
+        ledger?.[this.ledgersSymbolFieldName] !== ccy ||
+        !ledgerMap.has(ledger?._category)
+      ) {
         continue
       }
 
-      for (const [category, arr] of ledgerMap) {
-        if (ledger?._category !== category) {
-          continue
-        }
-
-        arr.push(ledger)
-      }
+      ledgerMap.get(ledger?._category).push(ledger)
     }
 
     return ledgerMap