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.
dca — SOL/USD
published 05 Aug 2026 · 06 May 2026 → 04 Aug 2026 · 129,161 points
- Cumulative return
- −16.85%
- Annualised return
- −52.70%
- Sharpe
- -1.23
- Max drawdown
- 33.24%
- Trades
- 13
- Win rate*
- 100.00%
- Fees paid
- $0.47
- Slippage
- $0.47
- Final equity
- $137.19
* Win rate counts closed sells vs VWAP cost basis; excludes unrealized PnL on open inventory
Equity curve
HypotheticalCost line items
- Gross return, before costs
- −16.28%
- Fees, 10bps · 13 fills
- −$0.47
- Slippage, 10bps
- −$0.47
- Net return
- −16.85%
Parameters
- tp_pct
- 2.5
- base_usd
- 30
- max_safety
- 3
- safety_usd
- 30
- step_scale
- 1.4
- volume_scale
- 1.5
- deviation_pct
- 3
- 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.