Upload the trade list your backtest produced. We re-simulate every fill against measured costs for the venue you would actually trade on, and tell you the cost level your strategy stops working at — and which venue, order type or timeframe clears that bar.
Who this is for: people trading crypto perpetuals or spot on Binance, Bybit, OKX or Kraken, who have a backtest and are about to put money behind it. Costing forex, index futures and equities needs cost data we do not have yet, so we do not pretend to serve them.
We never touch your account. You export a file, we read it, and nothing is stored against you — there is no account to store it in.
Not a grade. A target, and the levers that reach it. Every report ends on the nearest thing that works — including the reports where the news is bad. Read one first if you would rather see a finished report than make one.
On BTC and ETH at ordinary size, impact is under one basis point and signal-to-fill drift measures to roughly zero — fees and funding are the whole story, and the fix is usually an order type. On mid-caps it inverts: 10–60 bps a side at $25k, and 2–6× between venues in the same minute. Which of those two situations you are in is the first thing the report tells you.
That is also why a missing impact figure usually does not sink a report. On a major at ordinary size we check the verdict against a pessimistic ceiling for impact as well as against zero; where it holds at both, the report says so and leaves the line honestly marked Unavailable rather than filling it in.
Trading writing is full of shorthand that assumes you already know it. Here is all of ours, in one place.