Funding flip rebalance
Position manager · BTC-PERP · v7 approved · v8 draft
RunningIllustrative
Read before the resultsReplay of v8 draft · 1 Apr – 26 Nov 2025
- Data
- 212 of 240 days
- Fill model
- Limit at touch, 50% of the queue ahead
- Fees
- Maker 0.015% · taker 0.045% · builder 1 bp
- Funding
- Hourly, historical rates
- Variants tried
- 14, all listed below
- At the selected point
- Select a marker on the chart
28 days without data are excluded and hatched, not filled in. Queue position cannot be recovered from candles. A replay is not a forecast.
Simulated account value
- Orders simulated
- 118
- Filled
- 76, of which 15 partly
- Rule matched, no order
- 37
- Result after all costs
- +27.20 USDC
- Worst drawdown
- −43.14 USDC
Decisions, including the ones that sent nothing
- 1-min candles, complete+2.14
- 1-min candles, complete+0.88
- 1-min candles, completeno order
- 1-min candles, 3 missing minutes−1.36
- 1-min candles, completeno order
- 1-min candles, complete+1.02
Costs over the window
- Venue fees (maker 0.015%, taker 0.045%)
- −11.10
- Builder fee (1 bp of eligible fills)
- −4.42
- Funding
- +6.52
- Slippage on market exits (model)
- −3.20
Venue and builder fees are separate so you can see what Atract’s fee costs this rule: 4.42 of a 27.20 result.
Every variant tried
| Variant | Result | Worst drawdown |
|---|---|---|
| v8 as draftedthis versionthreshold −0.0030%, 3 intervals, cancel 5 min | +27.20 | −43.14 |
| v7 as runningcancel 10 min | +31.40 | −54.10 |
| Threshold −0.0020%more entries | +18.90 | −71.30 |
| Threshold −0.0040%fewer entries | +22.60 | −38.80 |
| 2 intervalsfaster trigger | +12.10 | −80.20 |
| 4 intervalsslower trigger | +24.80 | −44.90 |
| Cancel after 20 min | +29.90 | −61.70 |
| Market entrytaker fees, no queue | −6.40 | −92.50 |
| Size 0.0100 BTCv6 | +21.00 | −36.10 |
| Size 0.0200 BTC | +41.20 | −72.20 |
| No daily loss limitnot recommended | +29.10 | −118.60 |
| Limit 60 USDC | +30.20 | −63.00 |
| Best bid − 1 tickfewer fills | +19.70 | −41.40 |
| Hold across weekends only | +8.30 | −29.90 |
Trying many variants and keeping the best overstates what to expect. All 14 are shown, including the bad ones.
Illustrative Results for the design preview. They are examples of how results are shown, not the output of a real replay.