CA: TBA$ELYHYPE
Elysium · reading

Trade Planning Tools

Size a trade from the loss you accept at the stop, with the pool fee and the exact price impact of that size counted. The numbers are arithmetic on your inputs, not a forecast.

Empty = live pool price; stop and target default to −5% and +10%.
Empty = this pool's fee.
Size—
Reward : risk—after costs
Break-even win rate—of trades like this one
Loss at the stop—quote, costs included
Price impact on entry—needs a plan
Of the account—position value

How it is worked out

fill = entry moved by the price impact of this size loss per unit = |fill - stop| + fee x fill + fee x stop size = (account x risk%) / loss per unit reward per unit = |target - fill| - fee x fill - fee x target reward : risk = reward per unit / loss per unit; break-even win rate = 1 / (1 + reward : risk)

The impact comes from an exact quote of this size on the selected pool (a v3-style pool, read through the chain with nothing paid), with the pool fee taken out so it is not counted twice. A stop on a spot pool is not guaranteed: when price gaps through it the fill is worse. A plan is arithmetic on your numbers, not a forecast.