/** * Profitability section builders * * Capability tiers: * - Full (All/STH/LTH): full unrealized with rel metrics, invested capital, sentiment; * full realized with relToRcap, peakRegret, profitToLossRatio, grossPnl * - Mid (AgeRange/MaxAge): unrealized profit/loss/netPnl/nupl (no rel, no invested, no sentiment); * realized with netPnl + delta (no relToRcap, no peakRegret) * - Basic (UtxoAmount, Empty, Address): nupl only unrealized; * basic realized profit/loss (no netPnl, no relToRcap) */ import { Unit } from "../../utils/units.js"; import { ROLLING_WINDOWS, line, baseline, dots, dotsBaseline, percentRatio, percentRatioBaseline } from "../series.js"; import { colors } from "../../utils/colors.js"; import { priceLine } from "../constants.js"; import { mapCohortsWithAll, flatMapCohorts, flatMapCohortsWithAll, } from "../shared.js"; // ============================================================================ // Core Series Builders // ============================================================================ /** * @typedef {Object} PnlSeriesConfig * @property {AnyMetricPattern} profit * @property {AnyMetricPattern} loss * @property {AnyMetricPattern} negLoss * @property {AnyMetricPattern} [gross] */ /** * @param {PnlSeriesConfig} m * @param {Unit} unit * @returns {AnyFetchedSeriesBlueprint[]} */ function pnlLines(m, unit) { const series = [ line({ metric: m.profit, name: "Profit", color: colors.profit, unit }), line({ metric: m.loss, name: "Loss", color: colors.loss, unit }), ]; if (m.gross) { series.push(line({ metric: m.gross, name: "Total", color: colors.default, unit })); } series.push(line({ metric: m.negLoss, name: "Negative Loss", color: colors.loss, unit, defaultActive: false })); return series; } /** * @param {AnyMetricPattern} metric * @param {Unit} unit * @returns {AnyFetchedSeriesBlueprint} */ function netBaseline(metric, unit) { return baseline({ metric, name: "Net P&L", unit }); } // ============================================================================ // Unrealized P&L Builders // ============================================================================ /** * @param {{ profit: { base: { usd: AnyMetricPattern } }, loss: { base: { usd: AnyMetricPattern }, negative: AnyMetricPattern }, grossPnl: { usd: AnyMetricPattern } }} u * @returns {AnyFetchedSeriesBlueprint[]} */ function unrealizedUsdSeries(u) { return [ ...pnlLines( { profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative, gross: u.grossPnl.usd }, Unit.usd, ), priceLine({ unit: Unit.usd, defaultActive: false }), ]; } /** * @param {{ percent: AnyMetricPattern, ratio: AnyMetricPattern }} profit * @param {{ percent: AnyMetricPattern, ratio: AnyMetricPattern }} loss * @param {string} name * @param {(metric: string) => string} title * @returns {AnyPartialOption} */ function relPnlChart(profit, loss, name, title) { return { name, title: title(`Unrealized P&L (${name})`), bottom: [ ...percentRatio({ pattern: profit, name: "Profit", color: colors.profit }), ...percentRatio({ pattern: loss, name: "Loss", color: colors.loss }), ], }; } /** * Unrealized P&L tree for All cohort * @param {Brk.MetricsTree_Cohorts_Utxo_All_Unrealized} u * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function unrealizedPnlTreeAll(u, title) { return [ { name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) }, relPnlChart(u.profit.relToMcap, u.loss.relToMcap, "% of Mcap", title), relPnlChart(u.profit.relToOwnGross, u.loss.relToOwnGross, "% of Own P&L", title), ...unrealizedCumulativeRollingTree(u.profit, u.loss, title), ]; } /** * Unrealized P&L tree for Full cohorts (STH) * @param {Brk.GrossInvestedLossNetNuplProfitSentimentPattern2} u * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function unrealizedPnlTreeFull(u, title) { return [ { name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) }, relPnlChart(u.profit.relToMcap, u.loss.relToMcap, "% of Mcap", title), relPnlChart(u.profit.relToOwnMcap, u.loss.relToOwnMcap, "% of Own Mcap", title), relPnlChart(u.profit.relToOwnGross, u.loss.relToOwnGross, "% of Own P&L", title), ...unrealizedCumulativeRollingTree(u.profit, u.loss, title), ]; } /** * Unrealized P&L tree for LTH (loss relToMcap only) * @param {Brk.GrossInvestedLossNetNuplProfitSentimentPattern2} u * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function unrealizedPnlTreeLongTerm(u, title) { return [ { name: "USD", title: title("Unrealized P&L"), bottom: unrealizedUsdSeries(u) }, { name: "% of Mcap", title: title("Unrealized Loss (% of Mcap)"), bottom: percentRatio({ pattern: u.loss.relToMcap, name: "Loss", color: colors.loss }), }, relPnlChart(u.profit.relToOwnMcap, u.loss.relToOwnMcap, "% of Own Mcap", title), relPnlChart(u.profit.relToOwnGross, u.loss.relToOwnGross, "% of Own P&L", title), ...unrealizedCumulativeRollingTree(u.profit, u.loss, title), ]; } /** * Unrealized P&L tree for mid-tier cohorts (AgeRange/MaxAge) * @param {Brk.LossNetNuplProfitPattern} u * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function unrealizedPnlTreeMid(u, title) { return [ { name: "USD", title: title("Unrealized P&L"), bottom: [ ...pnlLines( { profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative }, Unit.usd, ), priceLine({ unit: Unit.usd, defaultActive: false }), ], }, ...unrealizedCumulativeRollingTree(u.profit, u.loss, title), ]; } /** * Unrealized cumulative + rolling P&L tree (profit and loss have cumulative.usd + sum[w].usd) * @param {{ cumulative: { usd: AnyMetricPattern }, sum: { _24h: { usd: AnyMetricPattern }, _1w: { usd: AnyMetricPattern }, _1m: { usd: AnyMetricPattern }, _1y: { usd: AnyMetricPattern } } }} profit * @param {{ cumulative: { usd: AnyMetricPattern }, sum: { _24h: { usd: AnyMetricPattern }, _1w: { usd: AnyMetricPattern }, _1m: { usd: AnyMetricPattern }, _1y: { usd: AnyMetricPattern } } }} loss * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function unrealizedCumulativeRollingTree(profit, loss, title) { return [ { name: "Cumulative", title: title("Cumulative Unrealized P&L"), bottom: [ line({ metric: profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }), line({ metric: loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }), ], }, { name: "Rolling", tree: [ { name: "Profit", tree: [ { name: "Compare", title: title("Rolling Unrealized Profit"), bottom: ROLLING_WINDOWS.map((w) => line({ metric: profit.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }), ), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Unrealized Profit (${w.name})`), bottom: [line({ metric: profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })], })), ], }, { name: "Loss", tree: [ { name: "Compare", title: title("Rolling Unrealized Loss"), bottom: ROLLING_WINDOWS.map((w) => line({ metric: loss.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }), ), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Unrealized Loss (${w.name})`), bottom: [line({ metric: loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })], })), ], }, ], }, ]; } // ============================================================================ // Net Unrealized P&L Builders // ============================================================================ /** * @param {Brk.MetricsTree_Cohorts_Utxo_All_Unrealized} u * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function netUnrealizedTreeAll(u, title) { return [ { name: "USD", title: title("Net Unrealized P&L"), bottom: [netBaseline(u.netPnl.usd, Unit.usd)] }, { name: "% of Own P&L", title: title("Net Unrealized P&L (% of Own P&L)"), bottom: percentRatioBaseline({ pattern: u.netPnl.relToOwnGross, name: "Net P&L" }), }, ]; } /** * @param {Brk.GrossInvestedLossNetNuplProfitSentimentPattern2} u * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function netUnrealizedTreeFull(u, title) { return [ { name: "USD", title: title("Net Unrealized P&L"), bottom: [netBaseline(u.netPnl.usd, Unit.usd)] }, { name: "% of Own Mcap", title: title("Net Unrealized P&L (% of Own Mcap)"), bottom: percentRatioBaseline({ pattern: u.netPnl.relToOwnMcap, name: "Net P&L" }), }, { name: "% of Own P&L", title: title("Net Unrealized P&L (% of Own P&L)"), bottom: percentRatioBaseline({ pattern: u.netPnl.relToOwnGross, name: "Net P&L" }), }, ]; } /** * Net P&L for mid-tier cohorts * @param {Brk.LossNetNuplProfitPattern} u * @returns {AnyFetchedSeriesBlueprint[]} */ function netUnrealizedMid(u) { return [netBaseline(u.netPnl.usd, Unit.usd)]; } // ============================================================================ // Invested Capital, Sentiment, NUPL // ============================================================================ /** * Invested capital (Full unrealized only) * @param {Brk.GrossInvestedLossNetNuplProfitSentimentPattern2 | Brk.MetricsTree_Cohorts_Utxo_All_Unrealized} u * @returns {AnyFetchedSeriesBlueprint[]} */ function investedCapitalSeries(u) { return [ line({ metric: u.investedCapital.inProfit.usd, name: "In Profit", color: colors.profit, unit: Unit.usd }), line({ metric: u.investedCapital.inLoss.usd, name: "In Loss", color: colors.loss, unit: Unit.usd }), ]; } /** * Sentiment (Full unrealized only) * @param {Brk.GrossInvestedLossNetNuplProfitSentimentPattern2 | Brk.MetricsTree_Cohorts_Utxo_All_Unrealized} u * @returns {AnyFetchedSeriesBlueprint[]} */ function sentimentSeries(u) { return [ baseline({ metric: u.sentiment.net.usd, name: "Net Sentiment", unit: Unit.usd }), line({ metric: u.sentiment.greedIndex.usd, name: "Greed Index", color: colors.profit, unit: Unit.usd, defaultActive: false }), line({ metric: u.sentiment.painIndex.usd, name: "Pain Index", color: colors.loss, unit: Unit.usd, defaultActive: false }), ]; } /** * NUPL series * @param {Brk.BpsRatioPattern} nupl * @returns {AnyFetchedSeriesBlueprint[]} */ function nuplSeries(nupl) { return [baseline({ metric: nupl.ratio, name: "NUPL", unit: Unit.ratio })]; } // ============================================================================ // Realized P&L Builders — Full (All/STH/LTH) // ============================================================================ /** * @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function realizedPnlSumTreeFull(r, title) { return [ { name: "USD", title: title("Realized P&L"), bottom: [ dots({ metric: r.profit.base.usd, name: "Profit", color: colors.profit, unit: Unit.usd }), dots({ metric: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }), dots({ metric: r.loss.base.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }), ], }, { name: "% of Rcap", title: title("Realized P&L (% of Realized Cap)"), bottom: [ ...percentRatioBaseline({ pattern: r.profit.relToRcap, name: "Profit", color: colors.profit }), ...percentRatioBaseline({ pattern: r.loss.relToRcap, name: "Loss", color: colors.loss }), ], }, ]; } /** * @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function realizedNetPnlSumTreeFull(r, title) { return [ { name: "USD", title: title("Net Realized P&L"), bottom: [dotsBaseline({ metric: r.netPnl.base.usd, name: "Net", unit: Unit.usd })] }, { name: "% of Rcap", title: title("Net Realized P&L (% of Realized Cap)"), bottom: percentRatioBaseline({ pattern: r.netPnl.relToRcap, name: "Net" }), }, ]; } /** * @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function realizedPnlCumulativeTreeFull(r, title) { return [ { name: "USD", title: title("Cumulative Realized P&L"), bottom: [ line({ metric: r.profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }), line({ metric: r.loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }), line({ metric: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }), ], }, { name: "% of Rcap", title: title("Cumulative Realized P&L (% of Realized Cap)"), bottom: [ ...percentRatioBaseline({ pattern: r.profit.relToRcap, name: "Profit", color: colors.profit }), ...percentRatioBaseline({ pattern: r.loss.relToRcap, name: "Loss", color: colors.loss }), ], }, ]; } /** * Net realized P&L delta tree (absolute + rate across all rolling windows) * @param {Brk.BaseChangeCumulativeDeltaRelSumPattern | Brk.BaseCumulativeDeltaSumPattern} netPnl * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function realizedNetPnlDeltaTree(netPnl, title) { return { name: "Change", tree: [ { name: "Absolute", tree: [ { name: "Compare", title: title("Net Realized P&L Change"), bottom: ROLLING_WINDOWS.map((w) => baseline({ metric: netPnl.delta.absolute[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }), ), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Net Realized P&L Change (${w.name})`), bottom: [baseline({ metric: netPnl.delta.absolute[w.key].usd, name: "Change", unit: Unit.usd })], })), ], }, { name: "Rate", tree: [ { name: "Compare", title: title("Net Realized P&L Rate"), bottom: ROLLING_WINDOWS.flatMap((w) => percentRatio({ pattern: netPnl.delta.rate[w.key], name: w.name, color: w.color }), ), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Net Realized P&L Rate (${w.name})`), bottom: percentRatioBaseline({ pattern: netPnl.delta.rate[w.key], name: "Rate" }), })), ], }, ], }; } /** * Full realized delta tree (absolute + rate + rel to mcap/rcap) * @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function realizedNetPnlDeltaTreeFull(r, title) { const base = realizedNetPnlDeltaTree(r.netPnl, title); return { ...base, tree: [ ...base.tree, { name: "% of Mcap", title: title("Net Realized P&L Change (% of Mcap)"), bottom: percentRatioBaseline({ pattern: r.netPnl.change1m.relToMcap, name: "30d Change" }), }, { name: "% of Rcap", title: title("Net Realized P&L Change (% of Rcap)"), bottom: percentRatioBaseline({ pattern: r.netPnl.change1m.relToRcap, name: "30d Change" }), }, ], }; } /** * Rolling net realized P&L tree (reusable by full and mid realized) * @param {{ sum: { _24h: { usd: AnyMetricPattern }, _1w: { usd: AnyMetricPattern }, _1m: { usd: AnyMetricPattern }, _1y: { usd: AnyMetricPattern } } }} netPnl * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function rollingNetRealizedTree(netPnl, title) { return { name: "Net", tree: [ { name: "Compare", title: title("Rolling Net Realized P&L"), bottom: ROLLING_WINDOWS.map((w) => baseline({ metric: netPnl.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }), ), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Net Realized P&L (${w.name})`), bottom: [baseline({ metric: netPnl.sum[w.key].usd, name: "Net", unit: Unit.usd })], })), ], }; } /** * Rolling realized with P/L and ratio (full realized only) * @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function singleRollingRealizedTreeFull(r, title) { return [ { name: "Profit", tree: [ { name: "Compare", title: title("Rolling Realized Profit"), bottom: ROLLING_WINDOWS.map((w) => line({ metric: r.profit.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }), ), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Realized Profit (${w.name})`), bottom: [line({ metric: r.profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })], })), ], }, { name: "Loss", tree: [ { name: "Compare", title: title("Rolling Realized Loss"), bottom: ROLLING_WINDOWS.map((w) => line({ metric: r.loss.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }), ), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Realized Loss (${w.name})`), bottom: [line({ metric: r.loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })], })), ], }, rollingNetRealizedTree(r.netPnl, title), { name: "P/L Ratio", tree: [ { name: "Compare", title: title("Rolling Realized P/L Ratio"), bottom: ROLLING_WINDOWS.map((w) => baseline({ metric: r.profitToLossRatio[w.key], name: w.name, color: w.color, unit: Unit.ratio, base: 1 }), ), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Realized P/L Ratio (${w.name})`), bottom: [baseline({ metric: r.profitToLossRatio[w.key], name: "P/L Ratio", unit: Unit.ratio, base: 1 })], })), ], }, ]; } /** * Rolling realized profit/loss sums (basic — no P/L ratio) * @param {Brk.BaseCumulativeSumPattern3} profit * @param {Brk.BaseCumulativeSumPattern3} loss * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function singleRollingRealizedTreeBasic(profit, loss, title) { return [ { name: "Profit", tree: ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Realized Profit (${w.name})`), bottom: [line({ metric: profit.sum[w.key].usd, name: "Profit", color: colors.profit, unit: Unit.usd })], })), }, { name: "Loss", tree: ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Realized Loss (${w.name})`), bottom: [line({ metric: loss.sum[w.key].usd, name: "Loss", color: colors.loss, unit: Unit.usd })], })), }, ]; } // ============================================================================ // Realized Subfolder Builders // ============================================================================ /** * Value Created/Destroyed tree for a single P&L side (profit or loss) * @param {CountPattern} valueCreated * @param {CountPattern} valueDestroyed * @param {string} label - "Profit" or "Loss" * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function realizedValueTree(valueCreated, valueDestroyed, label, title) { return { name: label, tree: [ { name: "Rolling", tree: [ { name: "Compare", title: title(`${label} Value Created vs Destroyed`), bottom: ROLLING_WINDOWS.flatMap((w) => [ line({ metric: valueCreated.sum[w.key], name: `Created (${w.name})`, color: w.color, unit: Unit.usd }), line({ metric: valueDestroyed.sum[w.key], name: `Destroyed (${w.name})`, color: w.color, unit: Unit.usd, style: 2 }), ]), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`${label} Value (${w.name})`), bottom: [ line({ metric: valueCreated.sum[w.key], name: "Created", color: colors.profit, unit: Unit.usd }), line({ metric: valueDestroyed.sum[w.key], name: "Destroyed", color: colors.loss, unit: Unit.usd }), ], })), ], }, { name: "Cumulative", title: title(`Cumulative ${label} Value`), bottom: [ line({ metric: valueCreated.cumulative, name: "Created", color: colors.profit, unit: Unit.usd }), line({ metric: valueDestroyed.cumulative, name: "Destroyed", color: colors.loss, unit: Unit.usd }), ], }, ], }; } /** * Investor price percentiles tree (pct1/2/5/95/98/99) * @param {InvestorPercentilesPattern} percentiles * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function investorPricePercentilesTree(percentiles, title) { /** @type {readonly [InvestorPercentileEntry, string, Color][]} */ const pcts = [ [percentiles.pct99, "p99", colors.stat.max], [percentiles.pct98, "p98", colors.stat.pct90], [percentiles.pct95, "p95", colors.stat.pct75], [percentiles.pct5, "p5", colors.stat.pct25], [percentiles.pct2, "p2", colors.stat.pct10], [percentiles.pct1, "p1", colors.stat.min], ]; return { name: "Percentiles", tree: [ { name: "USD", title: title("Investor Price Percentiles"), bottom: pcts.map(([p, name, color]) => line({ metric: p.price.usd, name, color, unit: Unit.usd }), ), }, { name: "Sats", title: title("Investor Price Percentiles (Sats)"), bottom: pcts.map(([p, name, color]) => line({ metric: p.price.sats, name, color, unit: Unit.sats }), ), }, { name: "Ratio", title: title("Investor Price Percentile Ratios"), bottom: pcts.map(([p, name, color]) => baseline({ metric: p.ratio, name, color, unit: Unit.ratio }), ), }, ], }; } /** * Full realized subfolder (All/STH/LTH) * @param {Brk.CapGrossInvestorLossMvrvNetPeakPriceProfitSellSoprPattern | Brk.MetricsTree_Cohorts_Utxo_Lth_Realized} r * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function realizedSubfolderFull(r, title) { return { name: "Realized", tree: [ { name: "P&L", tree: realizedPnlSumTreeFull(r, title) }, { name: "Net", tree: realizedNetPnlSumTreeFull(r, title) }, realizedNetPnlDeltaTreeFull(r, title), { name: "Gross P&L", tree: [ { name: "Base", title: title("Gross Realized P&L"), bottom: [dots({ metric: r.grossPnl.base.usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })] }, { name: "Rolling", tree: [ { name: "Compare", title: title("Rolling Gross Realized P&L"), bottom: ROLLING_WINDOWS.map((w) => line({ metric: r.grossPnl.sum[w.key].usd, name: w.name, color: w.color, unit: Unit.usd }), ), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Gross Realized P&L (${w.name})`), bottom: [line({ metric: r.grossPnl.sum[w.key].usd, name: "Gross P&L", color: colors.bitcoin, unit: Unit.usd })], })), ], }, { name: "Cumulative", title: title("Total Realized P&L"), bottom: [line({ metric: r.grossPnl.cumulative.usd, name: "Total", unit: Unit.usd, color: colors.bitcoin })] }, ], }, { name: "Value", tree: [ realizedValueTree(r.profit.valueCreated, r.profit.valueDestroyed, "Profit", title), realizedValueTree(r.loss.valueCreated, r.loss.valueDestroyed, "Loss", title), ], }, { name: "P/L Ratio", title: title("Realized Profit/Loss Ratio"), bottom: [baseline({ metric: r.profitToLossRatio._1y, name: "P/L Ratio", unit: Unit.ratio, base: 1 })], }, { name: "Peak Regret", title: title("Realized Peak Regret"), bottom: [line({ metric: r.peakRegret.base, name: "Peak Regret", unit: Unit.usd })], }, { name: "Investor Price", tree: [ investorPricePercentilesTree(r.investor.price.percentiles, title), ], }, { name: "Rolling", tree: singleRollingRealizedTreeFull(r, title) }, { name: "Cumulative", tree: [ { name: "P&L", tree: realizedPnlCumulativeTreeFull(r, title) }, { name: "Net", tree: [ { name: "USD", title: title("Cumulative Net Realized P&L"), bottom: [baseline({ metric: r.netPnl.cumulative.usd, name: "Net", unit: Unit.usd })] }, { name: "% of Rcap", title: title("Cumulative Net P&L (% of Realized Cap)"), bottom: percentRatioBaseline({ pattern: r.netPnl.relToRcap, name: "Net" }), }, ], }, { name: "Peak Regret", tree: [ { name: "USD", title: title("Cumulative Peak Regret"), bottom: [line({ metric: r.peakRegret.cumulative, name: "Peak Regret", unit: Unit.usd })] }, { name: "% of Rcap", title: title("Cumulative Peak Regret (% of Realized Cap)"), bottom: percentRatioBaseline({ pattern: r.peakRegret.relToRcap, name: "Peak Regret" }), }, ], }, ], }, ], }; } /** * Mid realized subfolder (AgeRange/MaxAge — has netPnl + delta, no relToRcap/peakRegret) * @param {Brk.CapLossMvrvNetPriceProfitSoprPattern} r * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function realizedSubfolderMid(r, title) { return { name: "Realized", tree: [ { name: "P&L", title: title("Realized P&L"), bottom: [ dots({ metric: r.profit.base.usd, name: "Profit", color: colors.profit, unit: Unit.usd }), dots({ metric: r.loss.negative, name: "Negative Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }), dots({ metric: r.loss.base.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }), ], }, { name: "Net", title: title("Net Realized P&L"), bottom: [dotsBaseline({ metric: r.netPnl.base.usd, name: "Net", unit: Unit.usd })], }, realizedNetPnlDeltaTree(r.netPnl, title), { name: "Rolling", tree: [ ...singleRollingRealizedTreeBasic(r.profit, r.loss, title), rollingNetRealizedTree(r.netPnl, title), ], }, { name: "Cumulative", tree: [ { name: "P&L", title: title("Cumulative Realized P&L"), bottom: [ line({ metric: r.profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }), line({ metric: r.loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }), ], }, { name: "Net", title: title("Cumulative Net Realized P&L"), bottom: [baseline({ metric: r.netPnl.cumulative.usd, name: "Net", unit: Unit.usd })], }, ], }, ], }; } /** * Basic realized subfolder (no netPnl, no relToRcap) * @param {Brk.CapLossMvrvPriceProfitSoprPattern} r * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function realizedSubfolderBasic(r, title) { return { name: "Realized", tree: [ { name: "P&L", title: title("Realized P&L"), bottom: [ dots({ metric: r.profit.base.usd, name: "Profit", color: colors.profit, unit: Unit.usd }), dots({ metric: r.loss.base.usd, name: "Loss", color: colors.loss, unit: Unit.usd, defaultActive: false }), ], }, { name: "Rolling", tree: singleRollingRealizedTreeBasic(r.profit, r.loss, title) }, { name: "Cumulative", title: title("Cumulative Realized P&L"), bottom: [ line({ metric: r.profit.cumulative.usd, name: "Profit", color: colors.profit, unit: Unit.usd }), line({ metric: r.loss.cumulative.usd, name: "Loss", color: colors.loss, unit: Unit.usd }), ], }, ], }; } // ============================================================================ // Single Cohort Section Builders // ============================================================================ /** * Basic profitability section (NUPL only unrealized, basic realized) * @param {{ cohort: UtxoCohortObject, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createProfitabilitySection({ cohort, title }) { const { tree } = cohort; return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ { name: "NUPL", title: title("NUPL"), bottom: nuplSeries(tree.unrealized.nupl) }, ], }, realizedSubfolderBasic(tree.realized, title), ], }; } /** * Profitability section with unrealized P&L + NUPL (no netPnl, no rel) * For: CohortWithoutRelative (p2ms, unknown, empty) * @param {{ cohort: CohortWithoutRelative, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createProfitabilitySectionWithProfitLoss({ cohort, title }) { const u = cohort.tree.unrealized; return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ { name: "P&L", tree: [ { name: "USD", title: title("Unrealized P&L"), bottom: [ ...pnlLines({ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative }, Unit.usd), priceLine({ unit: Unit.usd, defaultActive: false }), ], }, ...unrealizedCumulativeRollingTree(u.profit, u.loss, title), ], }, { name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) }, ], }, realizedSubfolderBasic(cohort.tree.realized, title), ], }; } /** * Section for All cohort * @param {{ cohort: CohortAll, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createProfitabilitySectionAll({ cohort, title }) { const u = cohort.tree.unrealized; const r = cohort.tree.realized; return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ { name: "P&L", tree: unrealizedPnlTreeAll(u, title) }, { name: "Net P&L", tree: netUnrealizedTreeAll(u, title) }, { name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) }, ], }, realizedSubfolderFull(r, title), { name: "Invested Capital", title: title("Invested Capital In Profit & Loss"), bottom: investedCapitalSeries(u), }, { name: "Sentiment", title: title("Market Sentiment"), bottom: sentimentSeries(u) }, ], }; } /** * Section for Full cohorts (STH) * @param {{ cohort: CohortFull, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createProfitabilitySectionFull({ cohort, title }) { const u = cohort.tree.unrealized; const r = cohort.tree.realized; return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ { name: "P&L", tree: unrealizedPnlTreeFull(u, title) }, { name: "Net P&L", tree: netUnrealizedTreeFull(u, title) }, { name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) }, ], }, realizedSubfolderFull(r, title), { name: "Invested Capital", title: title("Invested Capital In Profit & Loss"), bottom: investedCapitalSeries(u), }, { name: "Sentiment", title: title("Market Sentiment"), bottom: sentimentSeries(u) }, ], }; } /** * Section with NUPL (basic cohorts with market cap — NuplPattern unrealized) * @param {{ cohort: CohortBasicWithMarketCap, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createProfitabilitySectionWithNupl({ cohort, title }) { const { tree } = cohort; return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ { name: "NUPL", title: title("NUPL"), bottom: nuplSeries(tree.unrealized.nupl) }, ], }, realizedSubfolderBasic(tree.realized, title), ], }; } /** * Section for LongTerm cohort * @param {{ cohort: CohortLongTerm, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createProfitabilitySectionLongTerm({ cohort, title }) { const u = cohort.tree.unrealized; const r = cohort.tree.realized; return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ { name: "P&L", tree: unrealizedPnlTreeLongTerm(u, title) }, { name: "Net P&L", tree: netUnrealizedTreeFull(u, title) }, { name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) }, ], }, realizedSubfolderFull(r, title), { name: "Invested Capital", title: title("Invested Capital In Profit & Loss"), bottom: investedCapitalSeries(u), }, { name: "Sentiment", title: title("Market Sentiment"), bottom: sentimentSeries(u) }, ], }; } /** * Section for AgeRange cohorts (mid-tier: has unrealized profit/loss/netPnl, mid realized) * @param {{ cohort: CohortAgeRange, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createProfitabilitySectionWithInvestedCapitalPct({ cohort, title }) { const u = cohort.tree.unrealized; const r = cohort.tree.realized; return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ { name: "P&L", tree: unrealizedPnlTreeMid(u, title) }, { name: "Net P&L", title: title("Net Unrealized P&L"), bottom: netUnrealizedMid(u) }, { name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) }, ], }, realizedSubfolderMid(r, title), ], }; } /** * Section with invested capital % but no unrealized relative (basic cohorts) * @param {{ cohort: CohortBasicWithoutMarketCap, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createProfitabilitySectionBasicWithInvestedCapitalPct({ cohort, title }) { const { tree } = cohort; return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ { name: "NUPL", title: title("NUPL"), bottom: nuplSeries(tree.unrealized.nupl) }, ], }, realizedSubfolderBasic(tree.realized, title), ], }; } /** * Section for CohortAddress (has unrealized profit/loss + NUPL, basic realized) * @param {{ cohort: CohortAddress, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createProfitabilitySectionAddress({ cohort, title }) { const u = cohort.tree.unrealized; return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ { name: "P&L", tree: [ { name: "USD", title: title("Unrealized P&L"), bottom: [ ...pnlLines({ profit: u.profit.base.usd, loss: u.loss.base.usd, negLoss: u.loss.negative }, Unit.usd), priceLine({ unit: Unit.usd, defaultActive: false }), ], }, ...unrealizedCumulativeRollingTree(u.profit, u.loss, title), ], }, { name: "NUPL", title: title("NUPL"), bottom: nuplSeries(u.nupl) }, ], }, realizedSubfolderBasic(cohort.tree.realized, title), ], }; } // ============================================================================ // Grouped Cohort Helpers // ============================================================================ /** * Grouped realized P&L sum (basic — all cohorts have profit/loss) * @template {{ name: string, color: Color, tree: { realized: { profit: Brk.BaseCumulativeSumPattern3, loss: Brk.BaseCumulativeSumPattern3 } } }} T * @template {{ name: string, color: Color, tree: { realized: { profit: Brk.BaseCumulativeSumPattern3, loss: Brk.BaseCumulativeSumPattern3 } } }} A * @param {readonly T[]} list * @param {A} all * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function groupedRealizedPnlSum(list, all, title) { return [ { name: "Profit", title: title("Realized Profit"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.base.usd, name, color, unit: Unit.usd }), ), }, { name: "Loss", title: title("Realized Loss"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.base.usd, name, color, unit: Unit.usd }), ), }, ]; } /** * Grouped realized P&L sum with extras (full cohorts) * @param {readonly (CohortAll | CohortFull | CohortLongTerm)[]} list * @param {CohortAll} all * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function groupedRealizedPnlSumFull(list, all, title) { return [ ...groupedRealizedPnlSum(list, all, title), { name: "Total", title: title("Total Realized P&L"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.grossPnl.cumulative.usd, name, color, unit: Unit.usd }), ), }, { name: "P/L Ratio", title: title("Realized Profit/Loss Ratio"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.profitToLossRatio._1y, name, color, unit: Unit.ratio, base: 1 }), ), }, ]; } /** * Grouped rolling realized charts (basic — profit/loss sums only) * @template {{ name: string, color: Color, tree: { realized: { profit: Brk.BaseCumulativeSumPattern3, loss: Brk.BaseCumulativeSumPattern3 } } }} T * @template {{ name: string, color: Color, tree: { realized: { profit: Brk.BaseCumulativeSumPattern3, loss: Brk.BaseCumulativeSumPattern3 } } }} A * @param {readonly T[]} list * @param {A} all * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function groupedRollingRealizedCharts(list, all, title) { return [ { name: "Profit", tree: ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Realized Profit (${w.name})`), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.sum[w.key].usd, name, color, unit: Unit.usd })), })), }, { name: "Loss", tree: ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Realized Loss (${w.name})`), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.sum[w.key].usd, name, color, unit: Unit.usd })), })), }, ]; } /** * Grouped rolling realized with P/L ratio (full cohorts) * @param {readonly (CohortAll | CohortFull | CohortLongTerm)[]} list * @param {CohortAll} all * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function groupedRollingRealizedChartsFull(list, all, title) { return [ ...groupedRollingRealizedCharts(list, all, title), { name: "P/L Ratio", tree: ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Realized P/L Ratio (${w.name})`), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.profitToLossRatio[w.key], name, color, unit: Unit.ratio, base: 1 }), ), })), }, ]; } /** * Grouped realized subfolder (basic) * @template {{ name: string, color: Color, tree: { realized: { profit: Brk.BaseCumulativeSumPattern3, loss: Brk.BaseCumulativeSumPattern3 } } }} T * @template {{ name: string, color: Color, tree: { realized: { profit: Brk.BaseCumulativeSumPattern3, loss: Brk.BaseCumulativeSumPattern3 } } }} A * @param {readonly T[]} list * @param {A} all * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function groupedRealizedSubfolder(list, all, title) { return { name: "Realized", tree: [ { name: "P&L", tree: groupedRealizedPnlSum(list, all, title) }, { name: "Rolling", tree: groupedRollingRealizedCharts(list, all, title) }, { name: "Cumulative", tree: [ { name: "Profit", title: title("Cumulative Realized Profit"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.cumulative.usd, name, color, unit: Unit.usd }), ), }, { name: "Loss", title: title("Cumulative Realized Loss"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.cumulative.usd, name, color, unit: Unit.usd }), ), }, ], }, ], }; } /** * Grouped net realized P&L delta (Absolute + Rate with all rolling windows) * @param {readonly (CohortAll | CohortFull | CohortLongTerm)[]} list * @param {CohortAll} all * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function groupedRealizedNetPnlDeltaTree(list, all, title) { return { name: "Change", tree: [ { name: "Absolute", tree: [ { name: "Compare", title: title("Net Realized P&L Change"), bottom: ROLLING_WINDOWS.flatMap((w) => mapCohortsWithAll(list, all, ({ name, tree }) => baseline({ metric: tree.realized.netPnl.delta.absolute[w.key].usd, name: `${name} (${w.name})`, color: w.color, unit: Unit.usd }), ), ), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Net Realized P&L Change (${w.name})`), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.netPnl.delta.absolute[w.key].usd, name, color, unit: Unit.usd }), ), })), ], }, { name: "Rate", tree: [ { name: "Compare", title: title("Net Realized P&L Rate"), bottom: ROLLING_WINDOWS.flatMap((w) => flatMapCohortsWithAll(list, all, ({ name, tree }) => percentRatio({ pattern: tree.realized.netPnl.delta.rate[w.key], name: `${name} (${w.name})`, color: w.color }), ), ), }, ...ROLLING_WINDOWS.map((w) => ({ name: w.name, title: title(`Net Realized P&L Rate (${w.name})`), bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => percentRatio({ pattern: tree.realized.netPnl.delta.rate[w.key], name, color }), ), })), ], }, ], }; } /** * Grouped realized subfolder for full cohorts * @param {readonly (CohortAll | CohortFull | CohortLongTerm)[]} list * @param {CohortAll} all * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function groupedRealizedSubfolderFull(list, all, title) { return { name: "Realized", tree: [ { name: "P&L", tree: groupedRealizedPnlSumFull(list, all, title) }, { name: "Net", title: title("Net Realized P&L"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.netPnl.base.usd, name, color, unit: Unit.usd }), ), }, groupedRealizedNetPnlDeltaTree(list, all, title), { name: "Rolling", tree: groupedRollingRealizedChartsFull(list, all, title) }, { name: "Cumulative", tree: [ { name: "Profit", title: title("Cumulative Realized Profit"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.profit.cumulative.usd, name, color, unit: Unit.usd }), ), }, { name: "Loss", title: title("Cumulative Realized Loss"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.realized.loss.cumulative.usd, name, color, unit: Unit.usd }), ), }, { name: "Net", title: title("Cumulative Net Realized P&L"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.realized.netPnl.cumulative.usd, name, color, unit: Unit.usd }), ), }, ], }, ], }; } /** * Grouped unrealized P&L (USD only — for all cohorts that at least have nupl) * @template {{ name: string, color: Color, tree: { unrealized: { nupl: Brk.BpsRatioPattern } } }} T * @template {{ name: string, color: Color, tree: { unrealized: { nupl: Brk.BpsRatioPattern } } }} A * @param {readonly T[]} list * @param {A} all * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function groupedNuplCharts(list, all, title) { return [ { name: "NUPL", title: title("NUPL"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.unrealized.nupl.ratio, name, color, unit: Unit.ratio }), ), }, ]; } /** * Grouped unrealized for full cohorts with relToMcap * @param {readonly (CohortFull | CohortLongTerm)[]} list * @param {CohortAll} all * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function groupedPnlChartsWithMarketCap(list, all, title) { return [ { name: "Profit", tree: [ { name: "USD", title: title("Unrealized Profit"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }), ), }, { name: "% of Mcap", title: title("Unrealized Profit (% of Mcap)"), bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => percentRatio({ pattern: tree.unrealized.profit.relToMcap, name, color }), ), }, ], }, { name: "Loss", tree: [ { name: "USD", title: title("Unrealized Loss"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }), ), }, { name: "% of Mcap", title: title("Unrealized Loss (% of Mcap)"), bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => percentRatio({ pattern: tree.unrealized.loss.relToMcap, name, color }), ), }, ], }, { name: "Net P&L", title: title("Net Unrealized P&L"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.unrealized.netPnl.usd, name, color, unit: Unit.usd }), ), }, ]; } /** * Grouped unrealized for AgeRange/MaxAge (profit/loss without relToMcap) * @param {readonly (CohortAgeRange | CohortWithAdjusted)[]} list * @param {CohortAll} all * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function groupedPnlChartsWithOwnMarketCap(list, all, title) { return [ { name: "Profit", title: title("Unrealized Profit"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }), ), }, { name: "Loss", title: title("Unrealized Loss"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }), ), }, { name: "Net P&L", title: title("Net Unrealized P&L"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.unrealized.netPnl.usd, name, color, unit: Unit.usd }), ), }, ]; } /** * Grouped unrealized for LongTerm (profit/loss with relToOwnMcap + relToOwnGross) * @param {readonly CohortLongTerm[]} list * @param {CohortAll} all * @param {(metric: string) => string} title * @returns {PartialOptionsTree} */ function groupedPnlChartsLongTerm(list, all, title) { return [ { name: "Profit", tree: [ { name: "USD", title: title("Unrealized Profit"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }), ), }, { name: "% of Own Mcap", title: title("Unrealized Profit (% of Own Mcap)"), bottom: flatMapCohorts(list, ({ name, color, tree }) => percentRatio({ pattern: tree.unrealized.profit.relToOwnMcap, name, color }), ), }, { name: "% of Own P&L", title: title("Unrealized Profit (% of Own P&L)"), bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => percentRatio({ pattern: tree.unrealized.profit.relToOwnGross, name, color }), ), }, ], }, { name: "Loss", tree: [ { name: "USD", title: title("Unrealized Loss"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }), ), }, { name: "% of Mcap", title: title("Unrealized Loss (% of Mcap)"), bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => percentRatio({ pattern: tree.unrealized.loss.relToMcap, name, color }), ), }, { name: "% of Own Mcap", title: title("Unrealized Loss (% of Own Mcap)"), bottom: flatMapCohorts(list, ({ name, color, tree }) => percentRatio({ pattern: tree.unrealized.loss.relToOwnMcap, name, color }), ), }, { name: "% of Own P&L", title: title("Unrealized Loss (% of Own P&L)"), bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => percentRatio({ pattern: tree.unrealized.loss.relToOwnGross, name, color }), ), }, ], }, { name: "Net P&L", tree: [ { name: "USD", title: title("Net Unrealized P&L"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.unrealized.netPnl.usd, name, color, unit: Unit.usd }), ), }, { name: "% of Own Mcap", title: title("Net Unrealized P&L (% of Own Mcap)"), bottom: flatMapCohorts(list, ({ name, color, tree }) => percentRatioBaseline({ pattern: tree.unrealized.netPnl.relToOwnMcap, name, color }), ), }, { name: "% of Own P&L", title: title("Net Unrealized P&L (% of Own P&L)"), bottom: flatMapCohortsWithAll(list, all, ({ name, color, tree }) => percentRatioBaseline({ pattern: tree.unrealized.netPnl.relToOwnGross, name, color }), ), }, ], }, ]; } /** * Grouped sentiment (full unrealized only) * @param {readonly (CohortAll | CohortFull | CohortLongTerm)[]} list * @param {CohortAll} all * @param {(metric: string) => string} title * @returns {PartialOptionsGroup} */ function groupedSentiment(list, all, title) { return { name: "Sentiment", tree: [ { name: "Net", title: title("Net Sentiment"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => baseline({ metric: tree.unrealized.sentiment.net.usd, name, color, unit: Unit.usd }), ), }, { name: "Greed", title: title("Greed Index"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.unrealized.sentiment.greedIndex.usd, name, color, unit: Unit.usd }), ), }, { name: "Pain", title: title("Pain Index"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.unrealized.sentiment.painIndex.usd, name, color, unit: Unit.usd }), ), }, ], }; } // ============================================================================ // Grouped Section Builders // ============================================================================ /** * Grouped profitability section (basic — NUPL only) * @param {{ list: readonly (UtxoCohortObject | CohortWithoutRelative)[], all: CohortAll, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createGroupedProfitabilitySection({ list, all, title }) { return { name: "Profitability", tree: [ { name: "Unrealized", tree: groupedNuplCharts(list, all, title) }, groupedRealizedSubfolder(list, all, title), ], }; } /** * Grouped profitability with unrealized profit/loss + NUPL * For: CohortWithoutRelative (p2ms, unknown, empty) * @param {{ list: readonly CohortWithoutRelative[], all: CohortAll, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createGroupedProfitabilitySectionWithProfitLoss({ list, all, title }) { return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ { name: "Profit", title: title("Unrealized Profit"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.unrealized.profit.base.usd, name, color, unit: Unit.usd }), ), }, { name: "Loss", title: title("Unrealized Loss"), bottom: mapCohortsWithAll(list, all, ({ name, color, tree }) => line({ metric: tree.unrealized.loss.base.usd, name, color, unit: Unit.usd }), ), }, ...groupedNuplCharts(list, all, title), ], }, groupedRealizedSubfolder(list, all, title), ], }; } /** * Grouped section with invested capital % (basic cohorts — uses NUPL only) * @param {{ list: readonly CohortBasicWithoutMarketCap[], all: CohortAll, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createGroupedProfitabilitySectionBasicWithInvestedCapitalPct({ list, all, title }) { return { name: "Profitability", tree: [ { name: "Unrealized", tree: groupedNuplCharts(list, all, title) }, groupedRealizedSubfolder(list, all, title), ], }; } /** * Grouped section for ageRange/maxAge cohorts * @param {{ list: readonly (CohortAgeRange | CohortWithAdjusted)[], all: CohortAll, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createGroupedProfitabilitySectionWithInvestedCapitalPct({ list, all, title }) { return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ ...groupedPnlChartsWithOwnMarketCap(list, all, title), ...groupedNuplCharts(list, all, title), ], }, groupedRealizedSubfolder(list, all, title), ], }; } /** * Grouped section with NUPL + relToMcap * @param {{ list: readonly (CohortFull | CohortLongTerm)[], all: CohortAll, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createGroupedProfitabilitySectionWithNupl({ list, all, title }) { return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ ...groupedPnlChartsWithMarketCap(list, all, title), ...groupedNuplCharts(list, all, title), ], }, groupedRealizedSubfolder(list, all, title), ], }; } /** * Grouped section for LongTerm cohorts * @param {{ list: readonly CohortLongTerm[], all: CohortAll, title: (metric: string) => string }} args * @returns {PartialOptionsGroup} */ export function createGroupedProfitabilitySectionLongTerm({ list, all, title }) { return { name: "Profitability", tree: [ { name: "Unrealized", tree: [ ...groupedPnlChartsLongTerm(list, all, title), ...groupedNuplCharts(list, all, title), ], }, groupedRealizedSubfolderFull(list, all, title), groupedSentiment(list, all, title), ], }; }