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Illustrative data

Strategy Audit Report

A deliberately small, constructed example showing why fees matter. These are illustrative data, not actual market performance, a customer result or a forecast.

STRATEGY LAB / AUDITIllustrative data

Strategy Audit Report

MA Crossover · BTC/USDT · Long only

REVIEW REQUIRED01
Before trading costs+0.10%
After modelled fees-0.10%

A positive result becomes a loss after fees.

0.10% fee per side · 1 closed trade · 8 synthetic candles

Trading costs
Return changes sign
Sample size
Too short to establish robustness
Risk limits
Not evaluated in this example
Real execution
Not performed
A model, not a promise. Inspect the assumptions.

Model and assumptions

SMA 2/3, one long position, initial balance 1,000 USDT. Signals use a closed candle; conditional fills use the next candle’s open. Fees apply on entry and exit; fixed slippage is zero in this fixture. No real orders are sent.

Initial balance, USDT
1,000.00
Final equity, USDT
999.00
Total fees, USDT
1.999001
Engine version
sma-crossover-1.1.0

Illustrative report generated from the same deterministic calculation used by Strategy Lab. Rounded values are for display; the underlying fixture is tested against the engine.

Evidence, not a score

Conditional fills · UTC

SideFill timePrice, USDTFee, USDT
Buy2026-10-01 06:00:00 UTC100.000.999001
Sell2026-10-01 07:00:00 UTC100.101.00

What this example does not establish

Eight synthetic hourly candles and one closed trade cannot establish robustness. This example uses zero fixed slippage and does not evaluate risk-limit enforcement. Spread, exchange filters, latency, order-book liquidity and taxes are not modelled. No out-of-sample test has been performed.

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Generated by JexonMind AI · Illustrative data