LT

Research

Backtesting

Replay historical order books, test fee assumptions, and compare strategy variants.

18.4%

best monthly return

Performance

Portfolio Performance

Execution Flow

Asset Allocation

BTC 45%
ETH 25%
SOL 15%
USDC 15%

Key Metrics

Best Run

+18.4%

April fee model

Worst Drawdown

-3.1%

volatile liquidity window

Win Rate

71%

12,400 simulated routes