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.
statarb — SOL/USD + JITOSOL/SOL
published 05 Aug 2026 · 21 May 2026 → 04 Aug 2026 · 42,978 points
- Cumulative return
- −15.75%
- Annualised return
- −56.48%
- Sharpe
- -1.18
- Max drawdown
- 31.34%
- Trades
- 2
- Win rate*
- 0.00%
- Fees paid
- $0.16
- Slippage
- $0.25
- Final equity
- $139.01
* Win rate counts closed sells vs VWAP cost basis; excludes unrealized PnL on open inventory
Equity curve
HypotheticalCost line items
- Gross return, before costs
- −15.50%
- Fees, 10bps · 2 fills
- −$0.16
- Slippage, 15bps
- −$0.25
- Net return
- −15.75%
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.