ABCDEFGHIJKLMNOPQRSTUVWX
1
2
3
4
5
6
Back Test Simulation Parameters:
7
Simulation TimeFrame: 1st Oct - 31st Dec 2021
8
Hourly Snapshot of BNB price
9
1,000 USD starting equity (supplied assets)
10
20% borrowing interest APR (60%+ utilization)
11
Rebalance target to 3x leverage
12
0.09% daily yield farming APR (~32% APR) inclusive of CAKE rewards, trading fees, and ALPACA rewards
13
0.25% trading fees (applied to swap amount during rebalance)
14
Debt accrued hourly
15
Yield accrued daily
16
Rebalance if Debt Ratio of one of the position’s > threshold
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100