Compounded at current rate · with volume cap + calibrated price impact
Net of fees & funding (entry taker fee + slippage, exit maker/taker fee, funding paid/received)
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Start pulling profits out
| Lane | Pull out from | Profit peaks | 12 mo |
|---|
Projected equity · cap + impact (grey: cap only · no cap)
Compounded: daily growth g = (equity now ÷ $1,000)^(1 ÷ days elapsed) − 1, using realized equity ($1,000 + realized P&L, open trades ignored). Projected equity = $1,000 × (1+g)^days (month = 30.44 d, year = 365.25 d). Now = realized equity. /month = monthly growth %. Total = all 3 lanes combined. Each cell: equity with the volume cap and price impact applied (headline); in grey below, cap only (c) and no cap (n). Combined = sum of the 3 lanes ($3,000 start). k = thousand, M = million, B = billion, T = trillion; above 10^15 shown as a power of ten.
No-cap formula: $1,000 × (1 + monthly rate)^months
Capped, each day: equity × (1 + rd × min(1, cap × tier ÷ (size% × 3 × equity))), rd = (1 + monthly)^(1/30) − 1
+ impact: growth = rd × f − trades/day × (Q ÷ equity) × (k·Q^b − k·Q_now^b), Q = order $ after cap