Historical Replay

The same capital. Three strategies. One actual price path.

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Hourly market history · modeled strategies

MarketStart date (UTC)End date (UTC)Capital per strategy ($)

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Range and strategy assumptions

Below entry (%)Above entry (%)Assumed fee APR (%)Assumed hourly funding (%)Short leveragePool fee / tick spacing

Historical pool fees and funding are not connected. The editable assumptions start at zero. Positive funding pays the short. The pool fee controls tick spacing, not earned APR.

Read the model alongside the result

Prices are completed hourly closes, timestamped at candle end. Movement between closes is assumed linear. Fees accrue on initial LP capital only while that path is in range. Funding uses fixed entry notional. These are modeled outcomes, not a reconstruction of an actual pool or account.

Liquidation occurs at zero short equity and is permanent. The model excludes intrahour extremes, maintenance margin, execution costs, slippage, compounding and rebalancing. Drawdown is sampled at closes. Missing observations are bridged linearly; the displayed dates show the history actually returned. Historical results do not predict future returns.