Simulator Metrics
Metrics displayed in the Position Simulator.
Input Metrics
Position Size USD
| Property | Value |
|---|---|
| Field | simulator.input.position_size_usd |
| Source | User input |
| Unit | USD |
| Format | $X,XXX.XX |
Holding Hours
| Property | Value |
|---|---|
| Field | simulator.input.holding_hours |
| Source | User input |
| Unit | Hours |
| Format | XXh |
Entry Fee BPS
| Property | Value |
|---|---|
| Field | simulator.input.entry_fee_bps |
| Source | User input (default: 5) |
| Unit | Basis points |
| Format | X.X bps |
Summary Metrics
Net Expected PnL USD
| Property | Value |
|---|---|
| Field | simulator.summary.net_expected_pnl_usd |
| Formula | capacity_adjusted_funding_pnl_usd - total_fees_usd |
| Unit | USD |
| Format | $X,XXX.XX |
| Description | Final expected profit after all adjustments |
Net Expected Return Pct
| Property | Value |
|---|---|
| Field | simulator.summary.net_expected_return_pct |
| Formula | net_expected_pnl_usd / position_size_usd |
| Unit | Ratio |
| Format | X.XX% |
| Description | Return as percentage of position |
Total Fees USD
| Property | Value |
|---|---|
| Field | simulator.summary.total_fees_usd |
| Formula | entry_fee_usd + exit_fee_usd |
| Unit | USD |
| Format | $X,XXX.XX |
Breakdown Metrics
Gross Funding PnL USD
| Property | Value |
|---|---|
| Field | simulator.breakdown.gross_funding_pnl_usd |
| Formula | funding_apr × position_size × holding_hours / 8760 |
| Unit | USD |
| Format | $X,XXX.XX |
| Description | Raw funding before any adjustments |
Capacity Penalty Factor
| Property | Value |
|---|---|
| Field | simulator.breakdown.capacity_penalty_factor |
| Formula | Capacity penalty from position size vs. runtime edge capacity |
| Unit | Ratio [0,1] |
| Format | 0.XXXX |
| Description | Multiplier applied due to capacity constraints |
Derived Breakdown
These are computed in the breakdown display:
| Metric | Description |
|---|---|
| Decay-Adjusted PnL | Gross PnL × decay factor |
| Survivable PnL | Decay PnL × survivability |
| Capacity-Adjusted PnL | Survivable PnL × capacity penalty |
| Entry Fee | Position × entry_bps / 10000 |
| Exit Fee | Position × exit_bps / 10000 |