Introduction

In this section a short introduction to the manual complete backtesting approach is given.

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