Benchmark Strategy Comparison (190 days)
| Strategy | Grid spacing / Trigger | Take Profit Target | Filled Trades | Max Exposure | Return on Capital (ROC) |
|---|---|---|---|---|---|
| Dynamic Moving Grid (High Yield) | 0.00002 (0.002%) | 0.00012 (0.012% / 6 steps) | 1,511 | 15 positions | 1.21% (18.13% Abs) |
| Dynamic Moving Grid (ROC) | 0.00008 (0.008%) | 0.00024 (0.024% / 3 steps) | 206 | 2 positions | 2.47% (4.94% Abs) |
| Dynamic Mean Reversion (EMA) | -0.095% from EMA | +0.200% from EMA | 8 | 1 position | 3.39% |
| Static Mean Reversion | Buy 1.0006 | Sell 1.0011 | 28 | 1 position | 1.40% |
| Static Spot Grid | 0.00030 (0.030%) | 0.00050 (0.050%) | 69 | 4 positions | 0.86% |
Final Value
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Total Yield
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Trades Filled
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Max Position Exposure
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Return on Capital (ROC)
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Executed Trade Logs
| Trade # | Entry Date | Exit Date | Entry Price | Exit Price | Hold Duration | Profit % | Realized Capital |
|---|