What the measured track implies for your amount.

This calculator does not tell you what you will earn. It takes the measured pace of our live-money experiment, compounds it, and then applies an empirical liquidation tail from SOL price history. The optimistic arm and the pessimistic arm are shown side by side — the truth is the wide gap between them.

Amount, USDT

Warnings — read before looking at numbers

Sample contains zero closed losing trades: every arm without an external tail model is optimistic by construction.
Ledger verdict is 'insufficient_sample' - the measured rate has not cleared the project's own live-readiness gate.
The observation window sits in the 0.6% calmest percentile of all 1954 comparable windows (drawdown 14.8% vs median 33.7%): the measured rate is a best-case regime, not an average one.

Measured: SOL_USDT · 46.1 days · 58 trades (0 losing) · net +9.95 USDT on a 103.44 USDT wallet · equity max drawdown 4.7% · ledger verdict: insufficient_sample. The observation window sits in the 0.6% calmest percentile of 1954 comparable windows.

Show every assumption behind these numbers

Starting amount — whatever is in the box above, taken at face value. Nothing on this page implies you should commit it. (The client-side recalculation updates the table, not this list: everything else here is independent of the amount.)
Margin share of the wallet — typical 10.1%, extended 49.4%. Source: observed margin share of the wallet (avg / max). The extended figure is what a bad stretch commits, and it drives the “extended” column.
Leverage model — rung sized in margin: notional and P&L scale linearly with leverage; liquidation distance = 1/leverage.
Liquidation tail — drawn from SOL_USDT daily candles, non-overlapping 30-day blocks, not from our own trades: our sample is too short and too calm to contain one.
Operator haircut on the measured pace — 1 (1 means the measured pace is carried forward untouched, which is the optimistic end, not the expected one).
Simulation seed — 20260819, fixed, so the same inputs reproduce the same table.
What is not modelled — exchange outage or withdrawal freeze, a change in our own strategy, funding-rate regime change, and the plain possibility that the measured pace was luck. Any one of them dominates the table.

Lev	Years	Naive	Bootstrap p05	p50	p95	Tail p50	Tail p05	Extended p50	Below start	Liquidation move
2×	1	8179	7325	8090	9100	7354	6612	4140	53%	50%
2×	2	13378	10732	13088	16560	12029	8743	6771	43%	50%
2×	3	21883	15724	21176	30139	17691	12859	5606	37%	50%
3×	1	10345	8865	10287	12271	8364	6079	2650	67%	33%
3×	2	21406	15719	21165	30117	13990	9143	1405	84%	33%
3×	3	44290	27871	43547	73913	23401	15294	745	91%	33%

How to read this table. “Naive” compounds the measured pace as if it never stops — it is the optimistic ceiling. “Tail” adds the empirical chance of a liquidation-size move from SOL daily history; “below start” is the share of simulated outcomes that ended below your starting amount. This is an extrapolation of a measured rate, not a forecast and not financial advice. The measured sample is small, contains no losing closed trade, and the observation window was unusually calm — that is exactly why the warnings block is above the table. See the live track for the source data.