SD1H4H — Solana (SOL/USDT perp) Multi-TF Structure Backtest Original Model

Every result shown elsewhere on this site is GROSS — zero fees, zero funding. This page applies a real Bybit USDT-perpetual cost model to every trade: 0.055% taker fee on both entry and exit (this strategy's entries/exits are structure breaks and stop-hits — effectively market orders, not resting limit orders that could earn the lower maker rate), plus Bybit's actual historical BTCUSDT funding rate at every 8-hour funding timestamp the trade was open for, applied to the BTC price at that moment — a long pays when the rate is positive and receives when negative, the standard perpetual-funding convention. Both figures are computed per-trade (unlike a fixed spread, a perpetual's cost scales with price and with how long the position was held) then converted to an R-multiple deduction using each trade's own risk (|entry − stop|), same as every other market on this site. Basis: Bybit USDT-perpetual — taker fee (0.055%/side) + actual historical funding rate over each trade's holding period.

Read: at least one strategy does NOT survive this cost estimate — its apparent edge is an artifact of ignoring execution costs. Strategy A's total return is reduced by 145.5% after costs, Strategy B's by 61.9%. Whichever strategy has the thinner gross avg R/trade (here, Strategy A) has the least margin to absorb execution costs before its edge becomes marginal — if funding rates or realized slippage on fills run meaningfully worse than the historical average used here, that strategy is the one to re-examine first.