General
This information is based on historical data analysis. However, past performance is not necessarily indicative of future results, as market conditions are dynamic and factors such as economic events, political developments, and regulatory changes can significantly affect performance.
Marketplace Channel's Results
Channel information and statistics are based on backtesting, which involves certain assumptions and may not fully capture all live trading variables, such as liquidity and slippage. For example, a signal price may be reached in real market conditions, but not all trades may execute due to insufficient exchange liquidity.
The Marketplace channel statistics are calculated based on an initial investment of $10,000, allocating $500 per trade by default. All other settings and configurations are taken from the signal's configuration, or the channel's trading configuration.
Note: If a different amount per trade is specified in the channel settings or directly on the signal, we will use that instead of the default $500.
The backtesting results are based on the exchange that the channel is posting the most signals for. For example, if most of the channel’s signals are Binance Spot - results and statistics will be based on Binance Spot (even if the channel is posting Futures signals, or other exchanges.)
Exchange Fees
All backtesting results already account for exchange trading fees, which are automatically deducted from the total PnL.
Expected Differences Between Real Trading and Backtesting at the Same Timeframe
Backtesting results may differ from actual trading results, even for the same configuration and timeframe, due to several factors. These differences are expected and are part of the normal behavior of any backtesting system.
Exact start time: Backtesting always starts at 00:00 of the selected start date (local timezone). If the signals bot was not active at that moment, trades may differ.
Liquidity: Rapid price movements can cause orders to be partially filled or skipped in live trading, which backtesting cannot fully replicate.
Stop type (Market): In backtesting, stop market orders are executed at the original order price, while in live trading they are executed at any available price.
Backtesting intervals: Price checks in backtesting occur every 15 seconds, while live trading exchanges operate in milliseconds. This difference is normal and usually does not cause significant discrepancies.
Leverage changes: Any edits to a trade’s leverage are not reflected in backtesting trades.
The configuration "Min Symbol 24H Volume" does not apply for Backtesting trades.