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
Half of this strategy is not in this curve. The backtest engine is long-only at the ledger, so the published run models the long side only, while the live momentum bots also take shorts on Phoenix perps. The backtest gate every bot clears covers half of this one.
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.