{# Compare result partial: Binance combined vs Bybit 4-edge over the SAME OVERLAP window, charged a per-COIN MEASURED cost (taker fee + half the Corwin–Schultz measured spread from real high/low), overlaid on one dual-series chart with a side-by-side metrics table — apples-to-apples AND de-inflated. The old flat cost flattered Binance's broad/illiquid universe; now each coin pays its real measured spread, so the broad book's gross-vs-net gap widens. Per-book turnover-weighted AVG cost drag is shown so the illiquidity penalty is auditable (the old per-book MEDIAN spread column was dropped: ~78 delisted shadow coins have no high/low → 0, dragging the median to 0.0 and reading as "no spread" while the real drag is ~45bp). NO per-day slider here — the point is the de-inflated A/B. #}
no overlap between the two books for this window — Binance and Bybit don't both have data between {{ cfg.start or '(open)' }} and {{ cfg.end or '(open)' }}. Clear the dates to use the auto-detected overlap window, or pick a range both books cover.
{% else %} {% if measured_pending %}
measured-cost view pending precompute — showing flat-cost. Run
fxhnt compare-measured-precompute to populate the per-coin measured-cost compare.
| book | Sharpe | CAGR | total return | max DD | final $ | {% if not measured_pending %}avg cost drag (bps) | {% endif %}n days |
|---|---|---|---|---|---|---|---|
| {{ row.label }} | {{ '%.2f'|format(row.sharpe) }} | {{ '%.1f'|format(100*row.cagr) }}% | {{ '%.1f'|format(100*row.total_return) }}% | {{ '%.1f'|format(100*row.max_dd) }}% | ${{ row.end_value|money }} | {% if not measured_pending %}{{ '%.1f'|format(row.cost_drag_bps) }} | {% endif %}{{ row.n_days }} |
Flat-cost fallback: both books charged the same flat {{ '%.1f'|format(cfg.cost_bps) }}bp per-turnover
cost over the same window, both normalized to the same start capital. This is the LIGHT view; the
per-coin MEASURED-cost compare (taker fee + half the Corwin–Schultz spread) is precomputed
out-of-band by fxhnt compare-measured-precompute and will replace this once available.
Per-coin cost = the Bybit/Binance taker fee ({{ '%.1f'|format(taker_fee_bps) }}bp) + half the Corwin–Schultz MEASURED spread (from each coin's real daily high/low); no assumed market impact. The Binance book trades a broader/illiquid universe whose measured spreads are wide, so it now pays its REAL costs — its curve de-inflates relative to the deep/liquid Bybit set. Both books over the same window, both normalized to the same start capital.
{% endif %} {% endif %}