Table Formulas

Result:
$Result[n] = Leverage[n] \cdot GainLoss[n]$

Check:
$Check[n] = Leverage[n] \cdot \%ToSL[n]$

Balance Before:
$BalanceBefore[n] = BalanceAfter[n-1] - Taxes[n]$

Position Size:
$PositionSize[n] = BalanceAfter[n-1] \cdot Leverage[n]$

Balance After:
$BalanceAfter[n] = BalanceBefore[n] + BalanceBefore[n] \cdot Result - PositionSize[n] \cdot \left( TakerFee + MakerFee + FundingFee \cdot Duration \cdot 3 \right)$

Gain in %:
$GainIn\%[n] = \frac{BalanceAfter[n]}{BalanceBefore[initial\_balance]} - 1 \cdot 100 \; \%$

Backtesting Results

In this section, the detailed backtesting results for the different assets BTC, ETH and SOL are listed.

BTC Backtesting Results

BTC backtesting results.

BTC 2018:
$\begin{tabular}{|r|c|c|r|r|r|r|r|r|r|r|r|r|r|r|}\hline\textbf{Trade} & \textbf{Date Opened} & \textbf{Duration (days)} & \textbf{Leverage} & \textbf{\% to SL} & \textbf{Gain/Loss} & \textbf{Result} & \textbf{Check} & \textbf{Year} & \textbf{Balance Before} & \textbf{Position Size} & \textbf{Balance After} & \textbf{Gain \%} & \textbf{Gain (prev. Year)} & \textbf{Taxes} \\ \hline01 & 17/02/2018 & 5 & 1.07 & 6.98\% & -6.98\% & -7.47\% & 7.47\% & 2018 & \$10,000.00 & \$10,700.00 & \$9,226.39 & -7.74\% & --- & --- \\ \hline02 & 27/02/2018 & 8 & 1.2 & 6.23\% & -6.23\% & -7.48\% & 7.48\% & & \$9,226.39 & \$11,071.67 & \$8,498.98 & -15.01\% & & \\ \hline03 & 15/04/2018 & 1 & 1.78 & 4.22\% & -4.22\% & -7.51\% & 7.51\% & & \$8,498.98 & \$15,128.19 & \$7,840.91 & -21.59\% & & \\ \hline04 & 19/04/2018 & 27 & 2.43 & 3.09\% & -0.28\% & -0.68\% & 7.51\% & & \$7,840.91 & \$19,053.40 & \$7,614.17 & -23.86\% & & \\ \hline05 & 16/07/2018 & 19 & 1.2 & 6.24\% & 5.32\% & 6.38\% & 7.49\% & & \$7,614.17 & \$9,137.00 & \$8,039.04 & -19.61\% & & \\ \hline06 & 01/09/2018 & 4 & 2.33 & 3.22\% & -3.22\% & -7.50\% & 7.50\% & & \$8,039.04 & \$18,730.96 & \$7,394.70 & -26.05\% & & \\ \hline07 & 10/10/2018 & 1 & 3.91 & 1.92\% & -1.92\% & -7.51\% & 7.51\% & & \$7,394.70 & \$28,913.26 & \$6,801.97 & -31.98\% & & \\ \hline08 & 15/10/2018 & 1 & 0.73 & 10.31\% & -0.73\% & -0.53\% & 7.53\% & & \$6,801.97 & \$4,965.44 & \$6,759.27 & -32.41\% & & \\ \hline\end{tabular}$
BTC 2019:
$\begin{tabular}{|r|c|c|r|r|r|r|r|r|r|r|r|r|r|r|}\hline\textbf{Trade} & \textbf{Date Opened} & \textbf{Duration (days)} & \textbf{Leverage} & \textbf{\% to SL} & \textbf{Gain/Loss} & \textbf{Result} & \textbf{Check} & \textbf{Year} & \textbf{Balance Before} & \textbf{Position Size} & \textbf{Balance After} & \textbf{Gain \%} & \textbf{Gain (prev. Year)} & \textbf{Taxes} \\ \hline09 & 07/01/2019 & 3 & 2.25 & 3.33\% & -3.33\% & -7.49\% & 7.49\% & 2019 & \$6,759.27 & \$15,208.36 & \$6,223.94 & -37.76\% & \$-3,240.73 & \\ \hline10 & 17/02/2019 & 11 & 5.65 & 1.33\% & 5.55\% & 31.36\% & 7.51\% & & \$6,223.94 & \$35,165.24 & \$8,024.40 & -19.76\% & & \\ \hline11 & 28/03/2019 & 96 & 5.38 & 1.39\% & 157.48\% & 847.24\% & 7.48\% & & \$8,024.40 & \$43,171.25 & \$74,723.99 & 647.24\% & & \\ \hline12 & 07/08/2019 & 7 & 1.22 & 6.15\% & -6.15\% & -7.50\% & 7.50\% & & \$74,723.99 & \$91,163.26 & \$68,834.84 & 588.35\% & & \\ \hline13 & 26/10/2019 & 13 & 1.06 & 7.07\% & -7.07\% & -7.49\% & 7.49\% & & \$68,834.84 & \$72,964.93 & \$63,318.69 & 533.19\% & & \\ \hline14 & 24/12/2019 & 1 & 1.65 & 4.56\% & -1.60\% & -2.64\% & 7.52\% & & \$63,318.69 & \$104,475.84 & \$61,511.26 & 515.11\% & & \\ \hline15 & 28/12/2019 & 4 & 2.51 & 2.99\% & -2.99\% & -7.50\% & 7.50\% & & \$61,511.26 & \$154,393.26 & \$56,555.23 & 465.55\% & & \\ \hline\end{tabular}$
BTC 2020:
$\begin{tabular}{|r|c|c|r|r|r|r|r|r|r|r|r|r|r|r|}\hline\textbf{Trade} & \textbf{Date Opened} & \textbf{Duration (days)} & \textbf{Leverage} & \textbf{\% to SL} & \textbf{Gain/Loss} & \textbf{Result} & \textbf{Check} & \textbf{Year} & \textbf{Balance Before} & \textbf{Position Size} & \textbf{Balance After} & \textbf{Gain \%} & \textbf{Gain (prev. Year)} & \textbf{Taxes} \\ \hline16 & 04/01/2020 & 53 & 2.65 & 2.83\% & 22.64\% & 60.00\% & 7.50\% & 2020 & \$34,147.05 & \$149,871.37 & \$52,101.09 & 421.01\% & \$49,795.96 & \$22,408.18 \\ \hline17 & 02/04/2020 & 73 & 1.16 & 6.46\% & 34.07\% & 39.52\% & 7.49\% & & \$52,101.09 & \$60,437.26 & \$71,308.05 & 613.08\% & & \\ \hline18 & 22/07/2020 & 43 & 4.76 & 1.57\% & 19.94\% & 94.91\% & 7.47\% & & \$71,308.05 & \$339,426.33 & \$134,271.64 & 1242.72\% & & \\ \hline19 & 09/10/2020 & 106 & 3.8 & 1.97\% & 190.26\% & 722.99\% & 7.49\% & & \$134,271.64 & \$510,232.21 & \$1,088,303.83 & 10783.04\% & & \\ \hline\end{tabular}$
BTC 2021:
$\begin{tabular}{|r|c|c|r|r|r|r|r|r|r|r|r|r|r|r|}\hline\textbf{Trade} & \textbf{Date Opened} & \textbf{Duration (days)} & \textbf{Leverage} & \textbf{\% to SL} & \textbf{Gain/Loss} & \textbf{Result} & \textbf{Check} & \textbf{Year} & \textbf{Balance Before} & \textbf{Position Size} & \textbf{Balance After} & \textbf{Gain \%} & \textbf{Gain (prev. Year)} & \textbf{Taxes} \\ \hline20 & 06/02/2021 & 1 & 1.23 & 6.10\% & -6.10\% & -7.50\% & 7.50\% & 2021 & \$613,933.28 & \$1,338,613.71 & \$566,129.67 & 5561.30\% & \$1,054,156.78 & \$474,370.55 \\ \hline21 & 09/02/2021 & 19 & 0.96 & 7.79\% & -7.79\% & -7.48\% & 7.48\% & & \$566,129.67 & \$543,484.48 & \$520,150.88 & 5101.51\% & & \\ \hline22 & 18/03/2021 & 4 & 1.63 & 4.61\% & -4.61\% & -7.51\% & 7.51\% & & \$520,150.88 & \$847,845.94 & \$479,199.92 & 4692.00\% & & \\ \hline23 & 29/03/2021 & 20 & 1.12 & 6.71\% & -6.71\% & -7.52\% & 7.52\% & & \$479,199.92 & \$536,703.91 & \$439,430.16 & 4294.30\% & & \\ \hline24 & 08/05/2021 & 3 & 1.3 & 5.76\% & -5.76\% & -7.49\% & 7.49\% & & \$439,430.16 & \$571,259.21 & \$405,440.24 & 3954.40\% & & \\ \hline25 & 27/07/2021 & 46 & 1.26 & 5.96\% & 24.41\% & 30.76\% & 7.51\% & & \$405,440.24 & \$510,854.70 & \$522,579.22 & 5125.79\% & & \\ \hline26 & 04/10/2021 & 44 & 2.34 & 3.20\% & 26.21\% & 61.33\% & 7.49\% & & \$522,579.22 & \$1,222,835.38 & \$825,720.11 & 8157.20\% & & \\ \hline\end{tabular}$
BTC 2022:
$\begin{tabular}{|r|c|c|r|r|r|r|r|r|r|r|r|r|r|r|}\hline\textbf{Trade} & \textbf{Date Opened} & \textbf{Duration (days)} & \textbf{Leverage} & \textbf{\% to SL} & \textbf{Gain/Loss} & \textbf{Result} & \textbf{Check} & \textbf{Year} & \textbf{Balance Before} & \textbf{Position Size} & \textbf{Balance After} & \textbf{Gain \%} & \textbf{Gain (prev. Year)} & \textbf{Taxes} \\ \hline27 & 05/02/2022 & 13 & 1.58 & 4.73\% & -4.73\% & -7.47\% & 7.47\% & 2022 & \$730,416.04 & \$1,304,637.78 & \$669,436.40 & 6594.36\% & \$211,786.83 & \$95,304.07 \\ \hline28 & 09/03/2022 & 1 & 1.52 & 4.94\% & -4.94\% & -7.51\% & 7.51\% & & \$669,436.40 & \$1,017,543.33 & \$617,846.95 & 6078.47\% & & \\ \hline29 & 16/03/2022 & 24 & 1.71 & 4.38\% & 5.27\% & 9.01\% & 7.49\% & & \$617,846.95 & \$1,056,518.29 & \$664,862.02 & 6548.62\% & & \\ \hline30 & 18/07/2022 & 8 & 1.79 & 4.19\% & -4.19\% & -7.50\% & 7.50\% & & \$664,862.02 & \$1,190,103.01 & \$610,950.35 & 6009.50\% & & \\ \hline31 & 28/07/2022 & 21 & 0.88 & 8.51\% & -8.51\% & -7.49\% & 7.49\% & & \$610,950.35 & \$537,636.31 & \$561,272.76 & 5512.73\% & & \\ \hline32 & 23/10/2022 & 16 & 2.59 & 2.90\% & -2.90\% & -7.51\% & 7.51\% & & \$561,272.76 & \$1,453,696.44 & \$510,684.12 & 5006.84\% & & \\ \hline33 & 14/12/2022 & 1 & 4.23 & 1.77\% & -1.77\% & -7.49\% & 7.49\% & & \$510,684.12 & \$2,160,193.83 & \$469,640.44 & 4596.40\% & & \\ \hline\end{tabular}$
BTC 2023:
$\begin{tabular}{|r|c|c|r|r|r|r|r|r|r|r|r|r|r|r|}\hline\textbf{Trade} & \textbf{Date Opened} & \textbf{Duration (days)} & \textbf{Leverage} & \textbf{\% to SL} & \textbf{Gain/Loss} & \textbf{Result} & \textbf{Check} & \textbf{Year} & \textbf{Balance Before} & \textbf{Position Size} & \textbf{Balance After} & \textbf{Gain \%} & \textbf{Gain (prev. Year)} & \textbf{Taxes} \\ \hline34 & 11/01/2023 & 46 & 6.08 & 1.23\% & 31.97\% & 194.38\% & 7.48\% & 2023 & \$469,640.44 & \$2,855,413.86 & \$1,340,256.12 & 13302.56\% & \$-260,775.60 & \\ \hline35 & 20/03/2023 & 2 & 1.62 & 4.64\% & -4.64\% & -7.52\% & 7.52\% & & \$1,340,256.12 & \$2,171,214.92 & \$1,236,037.81 & 12260.38\% & & \\ \hline36 & 24/03/2023 & 4 & 1.58 & 4.74\% & -4.74\% & -7.49\% & 7.49\% & & \$1,236,037.81 & \$1,952,939.74 & \$1,139,172.00 & 11291.72\% & & \\ \hline37 & 29/03/2023 & 5 & 2.16 & 3.47\% & -3.47\% & -7.50\% & 7.50\% & & \$1,139,172.00 & \$2,460,611.51 & \$1,047,637.25 & 10376.37\% & & \\ \hline38 & 05/04/2023 & 2 & 1.99 & 3.78\% & -0.62\% & -1.23\% & 7.52\% & & \$1,047,637.25 & \$2,084,798.12 & \$1,031,375.82 & 10213.76\% & & \\ \hline39 & 05/05/2023 & 16 & 2.15 & 3.49\% & -0.99\% & -2.13\% & 7.50\% & & \$1,031,375.82 & \$2,217,458.02 & \$996,561.73 & 9865.62\% & & \\ \hline40 & 25/06/2023 & 2 & 2.83 & 2.65\% & -2.65\% & -7.50\% & 7.50\% & & \$996,561.73 & \$2,820,269.70 & \$917,312.15 & 9073.12\% & & \\ \hline41 & 01/07/2023 & 6 & 3.65 & 2.06\% & -2.06\% & -7.52\% & 7.52\% & & \$917,312.15 & \$3,348,189.36 & \$838,964.52 & 8289.65\% & & \\ \hline42 & 12/07/2023 & 3 & 4.11 & 1.82\% & -1.82\% & -7.48\% & 7.48\% & & \$838,964.52 & \$3,448,144.19 & \$769,656.82 & 7596.57\% & & \\ \hline43 & 20/09/2023 & 2 & 3.35 & 2.24\% & -2.24\% & -7.50\% & 7.50\% & & \$769,656.82 & \$2,578,350.36 & \$707,776.42 & 6977.76\% & & \\ \hline44 & 28/10/2023 & 106 & 2.16 & 3.47\% & 58.34\% & 126.01\% & 7.50\% & & \$707,776.42 & \$1,528,797.06 & \$1,549,532.08 & 15395.32\% & & \\ \hline\end{tabular}$
BTC 2024:
$\begin{tabular}{|r|c|c|r|r|r|r|r|r|r|r|r|r|r|r|}\hline\textbf{Trade} & \textbf{Date Opened} & \textbf{Duration (days)} & \textbf{Leverage} & \textbf{\% to SL} & \textbf{Gain/Loss} & \textbf{Result} & \textbf{Check} & \textbf{Year} & \textbf{Balance Before} & \textbf{Position Size} & \textbf{Balance After} & \textbf{Gain \%} & \textbf{Gain (prev. Year)} & \textbf{Taxes} \\ \hline45 & 08/02/2024 & 56 & 3.69 & 2.03\% & 48.31\% & 178.26\% & 7.49\% & 2024 & \$1,063,580.84 & \$5,717,773.36 & \$2,857,785.16 & 28477.85\% & \$1,079,891.64 & \$485,951.24 \\ \hline46 & 16/05/2024 & 30 & 2.98 & 2.52\% & 0.10\% & 0.30\% & 7.51\% & & \$2,857,785.16 & \$8,516,199.76 & \$2,781,139.36 & 27711.39\% & & \\ \hline47 & 16/07/2024 & 16 & 1.78 & 4.22\% & -4.22\% & -7.51\% & 7.51\% & & \$2,781,139.36 & \$4,950,428.06 & \$2,543,518.81 & 25335.19\% & & \\ \hline48 & 21/08/2024 & 7 & 1.23 & 6.12\% & -3.95\% & -4.86\% & 7.53\% & & \$2,543,518.81 & \$3,128,528.14 & \$2,410,243.51 & 24002.44\% & & \\ \hline49 & 20/09/2024 & 11 & 2.52 & 2.97\% & -2.97\% & -7.48\% & 7.48\% & & \$2,410,243.51 & \$6,073,813.65 & \$2,203,733.85 & 21937.34\% & & \\ \hline50 & 07/10/2024 & 3 & 2.57 & 2.92\% & -2.92\% & -7.50\% & 7.50\% & & \$2,203,733.85 & \$5,663,595.99 & \$2,027,596.01 & 20175.96\% & & \\ \hline51 & 21/10/2024 & 2 & 2.68 & 2.80\% & -2.80\% & -7.50\% & 7.50\% & & \$2,027,596.01 & \$5,433,957.31 & \$1,866,750.88 & 18567.51\% & & \\ \hline52 & 24/10/2024 & 1 & 2.62 & 2.86\% & -2.86\% & -7.49\% & 7.49\% & & \$1,866,750.88 & \$4,890,887.30 & \$1,720,513.35 & 17105.13\% & & \\ \hline53 & 27/10/2024 & 55 & 4.42 & 1.70\% & 38.20\% & 168.84\% & 7.51\% & & \$1,720,513.35 & \$7,604,668.99 & \$4,492,415.19 & 44824.15\% & & \\ \hline\end{tabular}$
BTC 2025:
$\begin{tabular}{|r|c|c|r|r|r|r|r|r|r|r|r|r|r|r|}\hline\textbf{Trade} & \textbf{Date Opened} & \textbf{Duration (days)} & \textbf{Leverage} & \textbf{\% to SL} & \textbf{Gain/Loss} & \textbf{Result} & \textbf{Check} & \textbf{Year} & \textbf{Balance Before} & \textbf{Position Size} & \textbf{Balance After} & \textbf{Gain \%} & \textbf{Gain (prev. Year)} & \textbf{Taxes} \\ \hline54 & 18/01/2025 & 1 & 2.06 & 3.64\% & -3.64\% & -7.50\% & 7.50\% & 2025 & \$2,949,439.73 & \$9,254,375.30 & \$2,716,248.26 & 27062.48\% & \$3,428,834.35 & \$1,542,975.46 \\ \hline55 & 21/01/2025 & 12 & 1.52 & 4.93\% & -4.93\% & -7.49\% & 7.49\% & & \$2,716,248.26 & \$4,128,697.35 & \$2,493,711.47 & 24837.11\% & & \\ \hline56 & 13/04/2025 & 61 & 1.99 & 3.78\% & 24.17\% & 48.10\% & 7.52\% & & \$2,493,711.47 & \$4,962,485.82 & \$3,597,368.32 & 35873.68\% & & \\ \hline57 & 25/07/2025 & 40 & 3.22 & 2.33\% & 5.65\% & 18.19\% & 7.50\% & & \$3,597,368.32 & \$11,583,525.98 & \$4,101,251.70 & 40912.52\% & & \\ \hline58 & 14/09/2025 & 1 & 7.00 & 1.07\% & -0.21\% & -1.47\% & 7.49\% & & \$4,101,251.70 & \$28,708,761.88 & \$4,003,641.91 & 39936.42\% & & \\ \hline59 & 17/09/2025 & 1 & 7.33 & 1.02\% & -1.02\% & -7.48\% & 7.48\% & & \$4,003,641.91 & \$29,346,695.18 & \$3,666,154.91 & 36561.55\% & & \\ \hline60 & 19/09/2025 & 1 & 4.67 & 1.60\% & -1.60\% & -7.47\% & 7.47\% & & \$3,666,154.91 & \$17,120,943.44 & \$3,369,962.59 & 33599.63\% & & \\ \hline61 & 08/10/2025 & 2 & 3.71 & 2.02\% & -2.02\% & -7.49\% & 7.49\% & & \$3,369,962.59 & \$12,502,561.21 & \$3,097,406.76 & 30874.07\% & & \\ \hline& & & & & & & & & & & \$3,030,821.60 & 30208.22\% & \$147,967.02 & \$66,585.16 \\ \hline\end{tabular}$

ETH Backtesting Results

ETH backtesting results.

SOL Backtesting Results

SOL backtesting results.