Dear Stratzy Team, @jay.gori
I have been using Stratzy Algos for the last two months. Unfortunately, the platform has not turned out to be what I expected, mainly because of the way algorithm P&L is currently calculated. The historical P&L does not represent what users actually achieve in live trading, making it difficult to trust the platform’s performance metrics.
Request: Change the Algorithm P&L Calculation Method
Among all users of a trading algorithm, the highest entry price received by any user should be considered the algorithm’s entry price, and the lowest exit price received by any user should be considered the algorithm’s exit price.
This ensures that:
If an algorithm shows a certain profit, every user can expect to earn at least that much profit.
If an algorithm shows a certain loss, no user should incur a loss greater than the one displayed.
In short, the algorithm’s P&L should always represent the worst-case execution across all users, making its historical performance realistic and trustworthy.
Apply This to All Historical Trades
This revised P&L calculation must be applied to all historical trades of every algorithm, not just future trades.
Only then will:
Historical P&L reflect the algorithm’s actual real-world performance.
All performance metrics (Total Return, Win Rate, Drawdown, CAGR, Sharpe Ratio, etc.) be recalculated using the corrected P&L and become realistic and trustworthy.
If this change is applied only to future trades, the performance metrics will still remain inaccurate because they will continue to include historical trades calculated using the old methodology.
My Request
If this change is implemented exactly as requested, I will happily continue using Stratzy. Otherwise, if it is not introduced soon, I will have no option but to leave the platform.
I sincerely believe this is the only fair, transparent, and reliable way to present algorithm performance. I hope you will seriously consider implementing this change.
Thank you for your time and consideration.
Regards,
Manish Ahuja