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36 passed · 36 total vectors · checked live at Wed, 09 Sep 2026 00:54:58 GMT
01WHAT IS THIS
Every calculator on TradingCalc runs against a set of canonical test vectors: exact input/output pairs derived step-by-step from the underlying formulas. This page executes all vectors in real time on each request (no cache) and reports the result.
The vectors cover all 12 calculators: PnL, Liquidation, Breakeven, Risk Sizer, Funding Cost, Average Entry, Target Exit, Scenario, Max Leverage, Hedge Ratio, Funding Arb, and Compound Funding.
The same vectors are also available to AI agents via the verify_calculators MCP tool at tradingcalc.io/api/mcp.
02FORMULA ASSUMPTIONS
pnlFees applied on notional at entry and exit. Gross = (exitPrice − entryPrice) × size for long.
breakevenBreak-even solved analytically: price where PnL = 0 after both fees.
target_exitExit price solved for target PnL or ROE, accounting for entry and exit fees.
position_sizerPosition size = (balance × riskPct) / (entryPrice × stopDistancePct).
average_entryWeighted average of entry prices by position size.
scenarioPnL computed per price target using same formula as pnl tool.
liquidationIsolated margin: liqPrice = entryPrice × (1 − 1/leverage + maintenanceMarginRate) for long. Cross margin uses total account equity.
max_leverageMax leverage = 1 / (stopDistancePct + maintenanceMarginRate + feePct).
hedge_ratioHedge size = spotSize × (spotPrice / perpPrice). Funding cost applied over holding period.
funding_costCost = positionSize × entryPrice × fundingRate × periods.
funding_arbAnnualized yield = (rateA − rateB) × periodsPerYear.
compound_fundingIterative: each period cost reduces position size.
pre_trade_checkComposite: orchestrates risk_sizer + breakeven + liquidation + funding_cost. Safety = liqDistance / stopDistance ratio (danger <1.5x, warn <3x). Summaries generated in Russian.
03TEST VECTORS
| # | CALCULATOR | TEST CASE | STATUS |
|---|---|---|---|
| 1 | pnl | BTC long +10%: gross=500, fees=3.75, pnl=496.25 | PASS |
| 2 | pnl | ETH short −10%: gross=300, fees=1.95, pnl=298.05 | PASS |
| 3 | pnl | Zero fees: pnl equals gross exactly | PASS |
| 4 | pnl | Inverse (coin-margined) long, $1M contracts: gross=100 BTC, fees=0.3 BTC, pnl=99.7 BTC | PASS |
| 5 | pnl | Inverse short, price falls 20%, zero fees: gross=0.25 BTC | PASS |
| 6 | liquidation | BTC long 10x: liqPrice=45250 (Binance isolated-margin formula) | PASS |
| 7 | liquidation | BTC short 10x: liqPrice=54750 | PASS |
| 8 | liquidation | Inverse long 10x: liqPrice≈45662.1005 (Bybit inverse isolated-margin formula) | PASS |
| 9 | liquidation | Inverse short 10x: liqPrice≈55248.6188 | PASS |
| 10 | breakeven | Long with standard exchange fees: breakeven≈100.0700 | PASS |
| 11 | breakeven | Zero fees: breakeven=entry, totalFees=0, distance=0 | PASS |
| 12 | breakeven | Inverse long, $1M contracts: BE≈100.3003 (mirrors linear short formula) | PASS |
| 13 | breakeven | Inverse short, $1M contracts: BE≈99.7003 | PASS |
| 14 | risk_sizer | Long, 5% stop, $10 risk: stopDistPct=5, sizeBase≈1.9734 | PASS |
| 15 | risk_sizer | Inverse long, 5% stop, $1000 risk: sizeQuote=19000 USD contracts | PASS |
| 16 | risk_sizer | Inverse short, 5% stop, $1000 risk: sizeQuote=21000 USD contracts | PASS |
| 17 | funding_cost | Long, 0.01% per 8h, 7 days: totalCost=0.21, annualPct=10.95 | PASS |
| 18 | funding_cost | Short receives when rate is positive: totalCost=−0.03 | PASS |
| 19 | funding_cost | Inverse long, $1M contracts, 0.01%/8h, 7 days: totalCost=21 coin, breakevenShift≈0.2104 | PASS |
| 20 | average_entry | Weighted average: (100×1+200×3)/4=175 | PASS |
| 21 | average_entry | Inverse (coin-margined): two equal-USD fills at 2000 and 4000 average to the harmonic mean 2666.67, not the arithmetic mean 3000 | PASS |
| 22 | target_exit | Target pnl=0 → net pnl is zero (round-trip breakeven) | PASS |
| 23 | target_exit | Long target $10 PnL no fees: pnl≈10, exit above entry | PASS |
| 24 | target_exit | Inverse long, $1M contracts, target 50 coin PnL, zero fees: exitPrice≈100.5025 | PASS |
| 25 | target_exit | Inverse short, $1M contracts, target 50% ROE, zero fees: exitPrice≈95.2381 | PASS |
| 26 | scenario | Long +10% no fees: scenarios[0].pnl=10 | PASS |
| 27 | scenario | Inverse long +25%, $1M contracts, no fees: scenarios[0].gross=100 coin | PASS |
| 28 | max_leverage | 10k acct, 10% max drawdown, 3% vol: maxLev=2.8x, safeMargin=3500 | PASS |
| 29 | max_leverage | Extreme volatility: leverage is always ≥1 (floored) | PASS |
| 30 | hedge_ratio | Full hedge 2x: perpNotional=10000, margin=5000, dailyCost=3 | PASS |
| 31 | hedge_ratio | 50% hedge 1x: perpNotional=5000, margin=5000 | PASS |
| 32 | funding_arb | 0.02% net rate 30d: gross=180, net=170, APY=21.9% | PASS |
| 33 | funding_arb | Hyperliquid 1h interval: 24 periods/day | PASS |
| 34 | compound_funding | 1000 USDT, 0.01%/8h, 1 day, 100% reinvest: finalCapital≈1000.3003 | PASS |
| 35 | compound_funding | reinvestPct=0: capital unchanged, totalEarned=0 | PASS |
| 36 | pre_trade_check | BTC long 10x, 5% SL, 1% risk, 0.01%/8h funding: size=0.04, liqDist=9.5%, safety=warn | PASS |
04ERROR MODEL
INVALID_INPUT
A required parameter is missing, out of range, or the wrong type.
OUT_OF_DOMAIN
Inputs are valid but the combination produces a mathematically undefined result (e.g. liquidation price below zero).
UNSUPPORTED_COMBINATION
The requested exchange / margin type / side combination is not supported by the formula.
RATE_LIMITED
The caller has exceeded the call quota for their tier. Retry after the window resets.
AUTH_REQUIRED
The endpoint requires a valid API key. Anonymous quota exhausted.
INTERNAL_ERROR
Unexpected server-side error. The formula did not execute. Safe to retry.
05VERSION HISTORY
v1.3.0 · 2026-09-08
- Added: contractType ('linear' | 'inverse') on pnl, liquidation, average_entry, breakeven, target_exit, scenario, risk_sizer, funding_cost
- Inverse (coin-margined) contracts settle in the base coin and use reciprocal price math — average_entry's inverse average is the harmonic mean of fill prices, not arithmetic
- Verification: 35 canonical test vectors (was 23)
v1.2.1 · 2026-03-31
- Changed: pre_trade_check output now includes summary_a/b/c: human-readable Russian decision strings
- summary_a: position size, breakeven price, funding cost per 24h
- summary_b: liquidation distance ratio with safety verdict (ok/warn/danger)
- summary_c: overnight breakeven shift over hold_hours
v1.2.0 · 2026-03-31
- Added: pre_trade_check, a composite intent tool (orchestrates risk_sizer + breakeven + liquidation + funding_cost)
- Returns decision card: position size, breakeven, funding cost, liquidation safety, overnight breakeven shift
- Verification: 23 canonical test vectors (was 22)
v1.1.0 · 2026-03-30
- Added: max_leverage, hedge_ratio, funding_arb, compound_funding
- Changed: tool grouping into 3 canonical suites (Trade Planning / Risk & Margin / Funding & Carry)
- Verification: 22 canonical test vectors (was 12)
v1.0.0 · 2025-12-01
- Initial release: pnl, breakeven, target_exit, position_sizer, average_entry, scenario, liquidation, funding_cost
- Verification: 12 canonical test vectors