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.
grid — SOL/USD
published 05 Aug 2026 · 06 May 2026 → 04 Aug 2026 · 129,161 points
- Cumulative return
- +1.68%
- Annualised return
- +7.00%
- Sharpe
- 0.50
- Max drawdown
- 9.51%
- Trades
- 96
- Win rate*
- 52.27%
- Fees paid
- $0.64
- Slippage
- $0.64
- Final equity
- $167.77
* Win rate counts closed sells vs VWAP cost basis; excludes unrealized PnL on open inventory
Equity curve
HypotheticalCost line items
- Gross return, before costs
- +2.46%
- Fees, 10bps · 96 fills
- −$0.64
- Slippage, 10bps
- −$0.64
- Net return
- +1.68%
Cost consumed 32% of gross. Grid viability requires step size above twice round-trip cost.
Parameters
- lower
- 55
- upper
- 110
- levels
- 25
- 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.