About CHV Trend Simulator
CHV Trend Simulator
A backtesting simulator for the CHV Trend strategy — a percentage-swing trend-following system that enters positions on confirmed trend flips and holds until the next reversal signal.
Engine
- Data source: Binance USDM Perpetual Futures (fallback to spot)
- State machine runs bar-by-bar on candle closes — no look-ahead
- Entries and exits at signal-bar close price
- Fees: taker on both entry and exit; configurable slippage per fill
- P&L model: price_diff × lots (correct for USDM perpetuals — no leverage multiplier)
Version
CHV Trend Simulator v1.0 — Flask 3.1