Leverage survival
leverage_survivalWhat a leveraged trade actually did, opened on every single day of the history instead of the one day that worked. Give coin, side, leverage and holding period: you get the share of those days that ended liquidated, the median outcome, the best day, and what the same coin did with no leverage at all. Real perpetual tape, with the funding that was actually paid charged daily and eating into margin. Coins that blew up included.
Use when the question involves leverage, perpetuals or liquidation. For the fall an unleveraged holder sits through use drawdown_check; for two or three coins at once, coin_comparison.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| coin | Yes | Ticker or full pair. An unknown one comes back with the list we hold and the ones we do not. | |
| days | Yes | How long it is held: 1, 7, 30 or 90. | |
| side | No | long or short. Defaults to long. | long |
| leverage | Yes | 2, 3, 5, 10, 20, 25, 50 or 100. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ok | No | false when we do not hold that data. Never a zero standing in for an answer. | |
| error | No | no_data when ok is false. | |
| model | No | The assumptions, stated: liquidation at exactly 1/leverage with no maintenance margin, funding charged daily, the wick decides not the close. | |
| reason | No | Why, in one sentence, and what we do have instead. | |
| source | No | The public file these numbers come from. | |
| attempts | No | Starting days tested. A position still open when the history ends is not counted. | |
| best_pct | No | The best day. It is the one you were shown, and it is not hidden here. | |
| liquidated_pct | No | Share of them that ended with nothing left. | |
| median_return_pct | No | The middle outcome, on the margin. | |
| median_days_to_liquidation | No | How fast, when it happened. | |
| median_return_unlevered_pct | No | What the same coin did with no leverage over the same days. A result without this is advertising. |