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