Hypothetical performanceHypothetical
Modelled on historical data with assumed fees and slippage. No capital was traded. Hypothetical results have inherent limitations and are not indicative of future performance.
momentum — SOL/USD
published 05 Aug 2026 · 06 May 2026 → 04 Aug 2026 · 129,161 points
- Cumulative return
- −23.14%
- Annualised return
- −65.60%
- Sharpe
- -4.44
- Max drawdown
- 27.14%
- Trades
- 116
- Win rate*
- 17.24%
- Fees paid
- $16.22
- Slippage
- $16.22
- Final equity
- $126.83
* Win rate counts closed sells vs VWAP cost basis; excludes unrealized PnL on open inventory
Equity curve
HypotheticalCost line items
- Gross return, before costs
- −3.47%
- Fees, 10bps · 116 fills
- −$16.22
- Slippage, 10bps
- −$16.22
- Net return
- −23.14%
Parameters
- capital_usd
- 165
- initial_cash
- $165.00
Data provenance
1-minute candles stored as Parquet and read via DuckDB (Coinbase for majors, GeckoTerminal pools for LSTs). Fill model: market orders at next bar open; limits fill only when bar direction supports them.