> ## Documentation Index
> Fetch the complete documentation index at: https://docs.prismapi.io/llms.txt
> Use this file to discover all available pages before exploring further.

# Profile

> Comprehensive aggregated views of trading behavior for wallets, tokens, and positions.

## Wallet Profile

Aggregated trading profile for a wallet, capturing outcomes of trading activity with financial-grade precision across configurable time windows.

| Field            | Type                                | Description                                                                                                  |
| ---------------- | ----------------------------------- | ------------------------------------------------------------------------------------------------------------ |
| `updated_at`     | *String \[date-time]*               | Timestamp of when the profile's underlying data was last updated.                                            |
| `synced_at`      | *String \[date-time]*               | Timestamp of when the updated profile was last persisted to the database and made available through the API. |
| `wallet_address` | *String \[address]*                 | The Solana wallet address                                                                                    |
| `labels`         | *[Label](#label)*                   | Labels assigned to the wallet                                                                                |
| `matched_labels` | *[Matched Labels](#matched-labels)* | Labels assigned to the wallet, with the rules that matched them                                              |
| `dynamic_labels` | *Array(String)*                     | Dynamic, user-defined labels assigned to the wallet                                                          |
| `metadata`       | *[Metadata](#metadata)*             | Wallet metadata                                                                                              |
| `metrics`        | *[Metrics](#metrics)*               | Wallet metrics                                                                                               |

### Label

Categorical tags assigned to a wallet based on its trading behavior, capital, and on-chain activity patterns.

*Enum(String)*

| Value        | Description                                                  |
| ------------ | ------------------------------------------------------------ |
| `kol`        | Wallet owned by a key opinion leader                         |
| `trencher`   | Active trader frequently rotating through new tokens         |
| `conviction` | Trader who holds concentrated positions with high confidence |
| `smart`      | Wallet with consistently profitable and strategic trading    |
| `whale`      | High-volume trader with significant capital                  |
| `degen`      | Aggressive trader taking high-risk, high-reward bets         |
| `sniper`     | Trader who enters positions very early after token launch    |
| `swing`      | Trader who holds positions over medium-term time frames      |
| `holder`     | Long-term holder who rarely sells                            |

### Matched Labels

A breakdown of each label assigned to the wallet alongside the specific rules that triggered it, providing transparency into why a given label was applied.

*Map([Label](#label), Array(String))*

| Key          | Value           | Description                               |
| ------------ | --------------- | ----------------------------------------- |
| `trencher`   | *Array(String)* | Rules that matched the `trencher` label   |
| `conviction` | *Array(String)* | Rules that matched the `conviction` label |
| `smart`      | *Array(String)* | Rules that matched the `smart` label      |
| `whale`      | *Array(String)* | Rules that matched the `whale` label      |
| `degen`      | *Array(String)* | Rules that matched the `degen` label      |
| `sniper`     | *Array(String)* | Rules that matched the `sniper` label     |
| `swing`      | *Array(String)* | Rules that matched the `swing` label      |
| `holder`     | *Array(String)* | Rules that matched the `holder` label     |

### Metadata

Identifying information about the wallet and its owner.

*Object*

| Field               | Type                  | Description                           |
| ------------------- | --------------------- | ------------------------------------- |
| `last_trade_at`     | *String \[date-time]* | Timestamp of the wallet's last trade  |
| `name`              | *String*              | Name of the wallet owner              |
| `twitter_username`  | *String*              | Twitter username of the wallet owner  |
| `telegram_username` | *String*              | Telegram username of the wallet owner |

### Metrics

Wallet trading metrics computed across multiple rolling time windows, allowing comparison of recent versus longer-term performance.

*Map([Time Window](#time-window), [Metrics](#performance-metrics))*

| Key   | Value                             | Description                  |
| ----- | --------------------------------- | ---------------------------- |
| `1d`  | *[Metrics](#performance-metrics)* | Metrics for the last 1 day   |
| `3d`  | *[Metrics](#performance-metrics)* | Metrics for the last 3 days  |
| `7d`  | *[Metrics](#performance-metrics)* | Metrics for the last 7 days  |
| `14d` | *[Metrics](#performance-metrics)* | Metrics for the last 14 days |
| `30d` | *[Metrics](#performance-metrics)* | Metrics for the last 30 days |

#### Performance Metrics

Outcome-oriented metrics summarizing the profitability of the wallet's trading.

*Object*

| Field                     | Type                                    | Description                      |
| ------------------------- | --------------------------------------- | -------------------------------- |
| `pnl`                     | *Number \[USD]*                         | Total profit and loss            |
| `win_pnl`                 | *Number \[USD]*                         | Total profit from winning trades |
| `loss_pnl`                | *Number \[USD]*                         | Total loss from losing trades    |
| `roi`                     | *Number \[%]*                           | Return on investment             |
| `volume_weighted_roi`     | *Number \[%]*                           | ROI weighted by trade volume     |
| `time_weighted_roi`       | *Number \[%]*                           | ROI weighted by holding duration |
| `winrate`                 | *Number \[%]*                           | Ratio of winning trades          |
| `volume_weighted_winrate` | *Number \[%]*                           | Winrate weighted by trade volume |
| `token_roi_distribution`  | *[ROI Distribution](#roi-distribution)* | ROI distribution                 |
| `largest_win`             | *Number \[USD]*                         | Largest single winning trade     |
| `largest_loss`            | *Number \[USD]*                         | Largest single losing trade      |

#### Volume Metrics

Metrics describing the size and flow of capital the wallet has traded.

*Object*

| Field           | Type              | Description                           |
| --------------- | ----------------- | ------------------------------------- |
| `volume`        | *Number \[USD]*   | Total trading volume                  |
| `buy_volume`    | *Number \[USD]*   | Total buy volume                      |
| `sell_volume`   | *Number \[USD]*   | Total sell volume                     |
| `avg_buy_size`  | *Number \[USD]*   | Average buy trade size                |
| `avg_sell_size` | *Number \[USD]*   | Average sell trade size               |
| `avg_buy_mcap`  | *Number \[USD]*   | Average token market cap at buy time  |
| `avg_sell_mcap` | *Number \[USD]*   | Average token market cap at sell time |
| `turnover`      | *Number \[ratio]* | Portfolio turnover ratio              |

#### Trade Count Metrics

Counts that quantify how often and how actively the wallet trades.

*Object*

| Field                    | Type      | Description                                  |
| ------------------------ | --------- | -------------------------------------------- |
| `trade_count`            | *Integer* | Total number of trades                       |
| `buy_count`              | *Integer* | Total number of buy trades                   |
| `sell_count`             | *Integer* | Total number of sell trades                  |
| `position_count`         | *Integer* | Total number of positions opened             |
| `win_count`              | *Integer* | Number of winning trades                     |
| `loss_count`             | *Integer* | Number of losing trades                      |
| `max_consecutive_wins`   | *Integer* | Longest streak of consecutive winning trades |
| `max_consecutive_losses` | *Integer* | Longest streak of consecutive losing trades  |

#### Daily Averages

Metrics normalized to a daily basis, summarizing the wallet's typical day of trading.

*Object*

| Field                     | Type            | Description                                    |
| ------------------------- | --------------- | ---------------------------------------------- |
| `avg_daily_pnl`           | *Number \[USD]* | Average daily PnL                              |
| `avg_daily_roi`           | *Number \[%]*   | Average daily ROI                              |
| `avg_daily_trade_count`   | *Integer*       | Average number of trades per day               |
| `avg_daily_traded_tokens` | *Integer*       | Average number of unique tokens traded per day |
| `avg_daily_volume`        | *Number \[USD]* | Average daily trading volume                   |

#### Per-Trade Averages

Averages that describe the wallet's typical single-trade behavior and outcomes.

*Object*

| Field                  | Type                 | Description                             |
| ---------------------- | -------------------- | --------------------------------------- |
| `avg_pnl`              | *Number \[USD]*      | Average PnL per trade                   |
| `avg_roi`              | *Number \[%]*        | Average ROI per trade                   |
| `avg_token_pnl`        | *Number \[USD]*      | Average PnL per token traded            |
| `avg_token_roi`        | *Number \[%]*        | Average ROI per token traded            |
| `avg_holding_duration` | *Integer \[seconds]* | Average position holding time           |
| `avg_trade_delta`      | *Integer \[seconds]* | Average time between consecutive trades |

#### Risk Metrics

Metrics that quantify the wallet's risk profile and contextualize its returns relative to the risk taken.

*Object*

| Field               | Type              | Description                                    |
| ------------------- | ----------------- | ---------------------------------------------- |
| `risk_score`        | *Number \[0-100]* | Composite risk score                           |
| `consistency_score` | *Number \[0-100]* | Trading consistency score                      |
| `sharpe_ratio`      | *Number \[ratio]* | Risk-adjusted return                           |
| `sortino_ratio`     | *Number \[ratio]* | Downside risk-adjusted return                  |
| `max_drawdown`      | *Number \[%]*     | Maximum portfolio drawdown                     |
| `risk_of_ruin`      | *Number \[%]*     | Estimated probability of complete capital loss |
| `profit_factor`     | *Number \[ratio]* | Ratio of gross profit to gross loss            |
| `profit_expectancy` | *Number \[USD]*   | Expected profit per trade                      |
| `recovery_factor`   | *Number \[ratio]* | Net profit divided by maximum drawdown         |

#### Stability Metrics

Metrics that quantify how consistent the wallet's performance is over time.

*Object*

| Field                | Type          | Description                      |
| -------------------- | ------------- | -------------------------------- |
| `winrate_stability`  | *Number \[%]* | Consistency of winrate over time |
| `winrate_volatility` | *Number \[%]* | Variance of winrate over time    |
| `pnl_stability`      | *Number \[%]* | Consistency of PnL over time     |
| `pnl_volatility`     | *Number \[%]* | Variance of PnL over time        |
| `roi_stability`      | *Number \[%]* | Consistency of ROI over time     |
| `roi_volatility`     | *Number \[%]* | Variance of ROI over time        |

#### Ratio Metrics

Comparative ratios that contextualize the quality and balance of the wallet's trading outcomes.

*Object*

| Field                 | Type              | Description                                                     |
| --------------------- | ----------------- | --------------------------------------------------------------- |
| `pnl_volume_ratio`    | *Number \[ratio]* | PnL relative to total volume traded                             |
| `token_hit_ratio`     | *Number \[%]*     | Ratio of profitable tokens to total tokens traded               |
| `win_loss_size_ratio` | *Number \[ratio]* | Average winning trade size divided by average losing trade size |

***

## Token Profile

Aggregated trading profile for a token, capturing how it is traded across the Solana ecosystem, by whom, how profitably, and with what consistency.

| Field            | Type                                | Description                                                                                                  |
| ---------------- | ----------------------------------- | ------------------------------------------------------------------------------------------------------------ |
| `updated_at`     | *String \[date-time]*               | Timestamp of when the profile's underlying data was last updated.                                            |
| `synced_at`      | *String \[date-time]*               | Timestamp of when the updated profile was last persisted to the database and made available through the API. |
| `token_address`  | *String \[address]*                 | The Solana token mint address                                                                                |
| `labels`         | *[Label](#label)*                   | Labels assigned to the token                                                                                 |
| `matched_labels` | *[Matched Labels](#matched-labels)* | Labels assigned to the token, with the rules that matched them                                               |
| `dynamic_labels` | *Array(String)*                     | Dynamic, user-defined labels assigned to the token                                                           |
| `metadata`       | *[Metadata](#metadata)*             | Token metadata                                                                                               |
| `market`         | *[Market](#market)*                 | Token market data                                                                                            |
| `metrics`        | *[Metrics](#metrics)*               | Token metrics                                                                                                |

### Label

Categorical tags assigned to a token based on its trading activity and market conditions.

*Enum(String)*

| Value      | Description                                         |
| ---------- | --------------------------------------------------- |
| `trending` | Token with rapidly rising trading activity          |
| `hot`      | Token with sustained high volume and engagement     |
| `new`      | Recently created token                              |
| `popular`  | Widely traded token with broad wallet participation |

### Matched Labels

A breakdown of each label assigned to the token alongside the specific rules that triggered it, providing transparency into why a given label was applied.

*Map([Label](#label), Array(String))*

| Key        | Value           | Description                             |
| ---------- | --------------- | --------------------------------------- |
| `trending` | *Array(String)* | Rules that matched the `trending` label |
| `hot`      | *Array(String)* | Rules that matched the `hot` label      |
| `new`      | *Array(String)* | Rules that matched the `new` label      |
| `popular`  | *Array(String)* | Rules that matched the `popular` label  |

### Metadata

Descriptive information identifying the token and linking to its public channels.

*Object*

| Field             | Type                  | Description                         |
| ----------------- | --------------------- | ----------------------------------- |
| `symbol`          | *String*              | Token ticker symbol                 |
| `name`            | *String*              | Token display name                  |
| `image`           | *String*              | URL to token logo image             |
| `verified`        | *boolean*             | Whether the token is verified       |
| `creator_address` | *String*              | Wallet address of the token creator |
| `created_at`      | *String \[date-time]* | Timestamp of token creation         |
| `last_trade_at`   | *String \[date-time]* | Timestamp of the last trade         |
| `twitter`         | *String*              | Twitter/X handle or URL             |
| `discord`         | *String*              | Discord invite URL                  |
| `website`         | *String*              | Official website URL                |
| `telegram`        | *String*              | Telegram group URL                  |

### Market

Current market state of the token, including price, supply, and liquidity-related figures.

*Object*

| Field                | Type            | Description                              |
| -------------------- | --------------- | ---------------------------------------- |
| `fdv`                | *Number \[USD]* | Fully diluted valuation                  |
| `market_cap`         | *Number \[USD]* | Current market capitalization            |
| `price`              | *Number \[USD]* | Current token price                      |
| `liquidity`          | *Number \[USD]* | Available liquidity                      |
| `holders`            | *Integer*       | Number of unique token holders           |
| `total_supply`       | *Number*        | Total token supply                       |
| `circulating_supply` | *Number*        | Circulating token supply                 |
| `top_holdings`       | *Number \[%]*   | Percentage of supply held by top holders |
| `dev_holdings`       | *Number \[%]*   | Percentage of supply held by developers  |

### Metrics

Token-level trading metrics computed across multiple rolling time windows.

*Map(String, Object)*

| Key  | Value                                                     | Description                    |
| ---- | --------------------------------------------------------- | ------------------------------ |
| `1m` | *Object([Volume & Trade Metrics](#volume-trade-metrics))* | Metrics for the last 1 minute  |
| `5m` | *Object([Volume & Trade Metrics](#volume-trade-metrics))* | Metrics for the last 5 minutes |
| `1h` | *Object([Volume & Trade Metrics](#volume-trade-metrics))* | Metrics for the last 1 hour    |
| `6h` | *Object([Volume & Trade Metrics](#volume-trade-metrics))* | Metrics for the last 6 hours   |
| `1d` | *Object([Volume & Trade Metrics](#volume-trade-metrics))* | Metrics for the last 1 day     |
| `7d` | *Object([Volume & Trade Metrics](#volume-trade-metrics))* | Metrics for the last 7 days    |

#### Volume & Trade Metrics

Aggregate measures of how much and how often the token has been traded.

*Object*

| Field            | Type            | Description                      |
| ---------------- | --------------- | -------------------------------- |
| `volume`         | *Number \[USD]* | Total trading volume             |
| `buy_volume`     | *Number \[USD]* | Total buy volume                 |
| `sell_volume`    | *Number \[USD]* | Total sell volume                |
| `trade_count`    | *Integer*       | Total number of trades           |
| `buy_count`      | *Integer*       | Total number of buy trades       |
| `sell_count`     | *Integer*       | Total number of sell trades      |
| `position_count` | *Integer*       | Total number of positions opened |

#### Participant Metrics

Counts describing how many unique wallets have interacted with the token.

*Object*

| Field           | Type      | Description                                     |
| --------------- | --------- | ----------------------------------------------- |
| `makers_count`  | *Integer* | Number of unique wallets that traded this token |
| `buyers_count`  | *Integer* | Number of unique wallets that bought this token |
| `sellers_count` | *Integer* | Number of unique wallets that sold this token   |

#### PnL Metrics

Aggregate profit and loss outcomes generated across all wallets trading the token.

*Object*

| Field                 | Type            | Description                         |
| --------------------- | --------------- | ----------------------------------- |
| `pnl`                 | *Number \[USD]* | Net PnL across all traders          |
| `win_pnl`             | *Number \[USD]* | Total profit from winning positions |
| `loss_pnl`            | *Number \[USD]* | Total loss from losing positions    |
| `win_position_count`  | *Integer*       | Number of profitable positions      |
| `loss_position_count` | *Integer*       | Number of losing positions          |
| `largest_trade_win`   | *Number \[USD]* | Largest single winning trade        |
| `largest_trade_loss`  | *Number \[USD]* | Largest single losing trade         |

#### Price Metrics

Average price and market-cap levels observed across the token's trading activity.

*Object*

| Field            | Type            | Description                           |
| ---------------- | --------------- | ------------------------------------- |
| `avg_price`      | *Number \[USD]* | Average trade price                   |
| `avg_buy_price`  | *Number \[USD]* | Average buy price                     |
| `avg_sell_price` | *Number \[USD]* | Average sell price                    |
| `avg_buy_mcap`   | *Number \[USD]* | Average token market cap at buy time  |
| `avg_sell_mcap`  | *Number \[USD]* | Average token market cap at sell time |

#### Size Metrics

Typical trade and position sizing observed for the token.

*Object*

| Field                  | Type                 | Description                       |
| ---------------------- | -------------------- | --------------------------------- |
| `avg_buy_size`         | *Number \[USD]*      | Average buy trade size            |
| `avg_sell_size`        | *Number \[USD]*      | Average sell trade size           |
| `avg_holding_duration` | *Integer \[seconds]* | Average position holding duration |

#### Per-Trade Averages

Averages that describe the typical outcomes of a single trade of the token.

*Object*

| Field           | Type            | Description           |
| --------------- | --------------- | --------------------- |
| `avg_trade_pnl` | *Number \[USD]* | Average PnL per trade |
| `avg_trade_roi` | *Number \[%]*   | Average ROI per trade |

#### Wallet Performance Metrics

Average performance achieved by the wallets that traded the token.

*Object*

| Field                | Type            | Description                                       |
| -------------------- | --------------- | ------------------------------------------------- |
| `avg_wallet_winrate` | *Number \[%]*   | Average winrate across wallets trading this token |
| `avg_wallet_pnl`     | *Number \[USD]* | Average PnL per wallet                            |
| `avg_wallet_roi`     | *Number \[%]*   | Average ROI per wallet                            |

#### Ratio Metrics

Comparative ratios that contextualize the quality and balance of trading outcomes around the token.

*Object*

| Field                     | Type              | Description                                                     |
| ------------------------- | ----------------- | --------------------------------------------------------------- |
| `volume_weighted_winrate` | *Number \[%]*     | Winrate weighted by trade volume                                |
| `volume_weighted_roi`     | *Number \[%]*     | ROI weighted by trade volume                                    |
| `wallet_hit_ratio`        | *Number \[%]*     | Ratio of profitable wallets to total wallets                    |
| `profit_factor`           | *Number \[ratio]* | Ratio of gross profit to gross loss                             |
| `win_loss_size_ratio`     | *Number \[ratio]* | Average winning trade size divided by average losing trade size |
| `pnl_volume_ratio`        | *Number \[ratio]* | PnL relative to total volume traded                             |

#### Stability Metrics

Metrics that quantify how consistent the token's price and trading outcomes are over time.

*Object*

| Field              | Type          | Description                    |
| ------------------ | ------------- | ------------------------------ |
| `price_stability`  | *Number \[%]* | Consistency of price over time |
| `price_volatility` | *Number \[%]* | Variance of price over time    |
| `roi_stability`    | *Number \[%]* | Consistency of ROI over time   |
| `roi_volatility`   | *Number \[%]* | Variance of ROI over time      |
| `pnl_stability`    | *Number \[%]* | Consistency of PnL over time   |
| `pnl_volatility`   | *Number \[%]* | Variance of PnL over time      |

#### Risk Metrics

Metrics that quantify the token's risk profile and contextualize its returns relative to that risk.

*Object*

| Field           | Type              | Description                   |
| --------------- | ----------------- | ----------------------------- |
| `sharpe_ratio`  | *Number \[ratio]* | Risk-adjusted return          |
| `sortino_ratio` | *Number \[ratio]* | Downside risk-adjusted return |
| `max_drawdown`  | *Number \[%]*     | Maximum price drawdown        |

***

## Position Profile

Aggregated trading profile for a wallet-token position, capturing the outcomes of that position's trading activity across configurable time windows.

| Field              | Type                    | Description                                                                                                  |
| ------------------ | ----------------------- | ------------------------------------------------------------------------------------------------------------ |
| `updated_at`       | *String \[date-time]*   | Timestamp of when the profile's underlying data was last updated.                                            |
| `synced_at`        | *String \[date-time]*   | Timestamp of when the updated profile was last persisted to the database and made available through the API. |
| `position_address` | *String \[address]*     | Unique identifier for the position                                                                           |
| `wallet_address`   | *String \[address]*     | Wallet address holding the position                                                                          |
| `token_address`    | *String \[address]*     | Token mint address of the position                                                                           |
| `labels`           | *Array(String)*         | Labels assigned to the position                                                                              |
| `dynamic_labels`   | *Array(String)*         | Dynamic, user-defined labels assigned to the position                                                        |
| `metadata`         | *[Metadata](#metadata)* | Position metadata                                                                                            |
| `metrics`          | *[Metrics](#metrics)*   | Position metrics                                                                                             |

### Metadata

Identifying information about the position's recent activity.

*Object*

| Field           | Type                  | Description                            |
| --------------- | --------------------- | -------------------------------------- |
| `last_trade_at` | *String \[date-time]* | Timestamp of the position's last trade |

### Metrics

Position trading metrics computed across multiple rolling time windows, allowing comparison of recent versus longer-term performance.

*Map([Time Window](#time-window), Object)*

| Key  | Value    | Description                 |
| ---- | -------- | --------------------------- |
| `1d` | *Object* | Metrics for the last 1 day  |
| `3d` | *Object* | Metrics for the last 3 days |
| `7d` | *Object* | Metrics for the last 7 days |

#### Performance Metrics

Outcome-oriented metrics summarizing the profitability of the position's trading.

*Object*

| Field                     | Type            | Description                      |
| ------------------------- | --------------- | -------------------------------- |
| `pnl`                     | *Number \[USD]* | Total profit and loss            |
| `win_pnl`                 | *Number \[USD]* | Total profit from winning trades |
| `loss_pnl`                | *Number \[USD]* | Total loss from losing trades    |
| `roi`                     | *Number \[%]*   | Return on investment             |
| `volume_weighted_roi`     | *Number \[%]*   | ROI weighted by trade volume     |
| `winrate`                 | *Number \[%]*   | Ratio of winning trades          |
| `volume_weighted_winrate` | *Number \[%]*   | Winrate weighted by trade volume |
| `largest_win`             | *Number \[USD]* | Largest single winning trade     |
| `largest_loss`            | *Number \[USD]* | Largest single losing trade      |

#### Volume Metrics

Metrics describing the size and flow of capital traded in the position.

*Object*

| Field           | Type              | Description                           |
| --------------- | ----------------- | ------------------------------------- |
| `volume`        | *Number \[USD]*   | Total trading volume                  |
| `buy_volume`    | *Number \[USD]*   | Total buy volume                      |
| `sell_volume`   | *Number \[USD]*   | Total sell volume                     |
| `avg_buy_size`  | *Number \[USD]*   | Average buy trade size                |
| `avg_sell_size` | *Number \[USD]*   | Average sell trade size               |
| `avg_buy_mcap`  | *Number \[USD]*   | Average token market cap at buy time  |
| `avg_sell_mcap` | *Number \[USD]*   | Average token market cap at sell time |
| `turnover`      | *Number \[ratio]* | Portfolio turnover ratio              |

#### Trade Count Metrics

Counts that quantify how often and how actively the position has been traded.

*Object*

| Field                    | Type      | Description                                  |
| ------------------------ | --------- | -------------------------------------------- |
| `trade_count`            | *Integer* | Total number of trades                       |
| `buy_count`              | *Integer* | Total number of buy trades                   |
| `sell_count`             | *Integer* | Total number of sell trades                  |
| `win_count`              | *Integer* | Number of winning trades                     |
| `loss_count`             | *Integer* | Number of losing trades                      |
| `max_consecutive_wins`   | *Integer* | Longest streak of consecutive winning trades |
| `max_consecutive_losses` | *Integer* | Longest streak of consecutive losing trades  |

#### Daily Averages

Metrics normalized to a daily basis, summarizing the position's typical day of trading.

*Object*

| Field                   | Type            | Description                      |
| ----------------------- | --------------- | -------------------------------- |
| `avg_daily_pnl`         | *Number \[USD]* | Average daily PnL                |
| `avg_daily_roi`         | *Number \[%]*   | Average daily ROI                |
| `avg_daily_trade_count` | *Integer*       | Average number of trades per day |
| `avg_daily_volume`      | *Number \[USD]* | Average daily trading volume     |

#### Per-Trade Averages

Averages that describe the position's typical single-trade behavior and outcomes.

*Object*

| Field                  | Type                 | Description                             |
| ---------------------- | -------------------- | --------------------------------------- |
| `avg_pnl`              | *Number \[USD]*      | Average PnL per trade                   |
| `avg_roi`              | *Number \[%]*        | Average ROI per trade                   |
| `avg_holding_duration` | *Integer \[seconds]* | Average position holding time           |
| `avg_trade_delta`      | *Integer \[seconds]* | Average time between consecutive trades |

#### Risk Metrics

Metrics that quantify the position's risk profile and contextualize its returns relative to the risk taken.

*Object*

| Field               | Type              | Description                                    |
| ------------------- | ----------------- | ---------------------------------------------- |
| `risk_score`        | *Number \[0-100]* | Composite risk score                           |
| `consistency_score` | *Number \[0-100]* | Trading consistency score                      |
| `sharpe_ratio`      | *Number \[ratio]* | Risk-adjusted return                           |
| `sortino_ratio`     | *Number \[ratio]* | Downside risk-adjusted return                  |
| `max_drawdown`      | *Number \[%]*     | Maximum portfolio drawdown                     |
| `risk_of_ruin`      | *Number \[%]*     | Estimated probability of complete capital loss |
| `profit_factor`     | *Number \[ratio]* | Ratio of gross profit to gross loss            |
| `profit_expectancy` | *Number \[USD]*   | Expected profit per trade                      |
| `recovery_factor`   | *Number \[ratio]* | Net profit divided by maximum drawdown         |

#### Stability Metrics

Metrics that quantify how consistent the position's performance is over time.

*Object*

| Field                | Type          | Description                      |
| -------------------- | ------------- | -------------------------------- |
| `winrate_stability`  | *Number \[%]* | Consistency of winrate over time |
| `winrate_volatility` | *Number \[%]* | Variance of winrate over time    |
| `pnl_stability`      | *Number \[%]* | Consistency of PnL over time     |
| `pnl_volatility`     | *Number \[%]* | Variance of PnL over time        |
| `roi_stability`      | *Number \[%]* | Consistency of ROI over time     |
| `roi_volatility`     | *Number \[%]* | Variance of ROI over time        |

#### Ratio Metrics

Comparative ratios that contextualize the quality and balance of the position's trading outcomes.

*Object*

| Field                 | Type              | Description                                                     |
| --------------------- | ----------------- | --------------------------------------------------------------- |
| `pnl_volume_ratio`    | *Number \[ratio]* | PnL relative to total volume traded                             |
| `win_loss_size_ratio` | *Number \[ratio]* | Average winning trade size divided by average losing trade size |

## ROI Distribution

A histogram of outcomes grouped into ROI buckets, showing how returns are distributed.

*Map([ROI Bucket](#roi-bucket), Integer)*

| Key          | Value     | Description                                           |
| ------------ | --------- | ----------------------------------------------------- |
| `gt_500`     | *Integer* | Bucket containing values of ROI greater than 500%     |
| `200_500`    | *Integer* | Bucket containing values of ROI between 200% and 500% |
| `0_200`      | *Integer* | Bucket containing values of ROI between 0% and 200%   |
| `neg50_0`    | *Integer* | Bucket containing values of ROI between -50% and 0%   |
| `lt_neg50_0` | *Integer* | Bucket containing values of ROI less than -50%        |

## ROI Bucket

Discrete return-on-investment ranges used as the keys of an [ROI Distribution](#roi-distribution).

*Enum(String)*

| Value        | Description               |
| ------------ | ------------------------- |
| `gt_500`     | ROI greater than 500%     |
| `200_500`    | ROI between 200% and 500% |
| `0_200`      | ROI between 0% and 200%   |
| `neg50_0`    | ROI between -50% and 0%   |
| `lt_neg50_0` | ROI less than -50%        |

## Time Window

Rolling lookback period used to scope metrics.

*Enum(String)*

| Value | Description     |
| ----- | --------------- |
| `30d` | Last 30 days    |
| `14d` | Last 14 days    |
| `7d`  | Last 7 days     |
| `3d`  | Last 3 days     |
| `1d`  | Last 1 day      |
| `12h` | Last 12 hours   |
| `6h`  | Last 6 hours    |
| `3h`  | Last 3 hours    |
| `1h`  | Last 1 hour     |
| `30m` | Last 30 minutes |
| `15m` | Last 15 minutes |
| `5m`  | Last 5 minutes  |
| `1m`  | Last 1 minute   |
