How TradingCalc formulas work

Every number TradingCalc returns is the result of a deterministic formula — derived from exchange documentation, regression-tested against exact-value vectors, and verifiable on demand. This page explains where each formula comes from and how correctness is enforced.

The core principle: same inputs, same outputs

TradingCalc is not an AI. It does not estimate, approximate, or sample. Given the same inputs, it always produces the same outputs — down to the last cent. This property is not incidental; it is enforced by design and verified continuously.

Three-layer verification system

Correctness is enforced at three independent levels. Breaking one layer surfaces in at least one other.

Formula reference — all 12 calculators

Each row shows the core formula, its exchange documentation source, and how many canonical test vectors cover it.

What a test vector looks like

Each vector in src/lib/verify.ts contains explicit step-by-step arithmetic so the expected answer can be verified by hand — independent of the implementation.

{
  calc: 'pnl',
  label: 'BTC long, 10× leverage, maker/taker fees',
  input: {
    side: 'long',
    entryPrice: 60000,
    exitPrice: 63000,
    contractSize: 0.1,
    leverage: 10,
    feeOpenPct: 0.0002,   // 0.02% maker
    feeClosePct: 0.0005,  // 0.05% taker
  },
  expected: {
    grossPnl: 300,
    openFee: 1.20,
    closeFee: 3.15,
    netPnl: 295.65,
    roe: 49.275,
  },
  source: `
    Gross = (63000 - 60000) × 0.1 = 300
    Open fee  = 60000 × 0.1 × 0.0002 = 1.20
    Close fee = 63000 × 0.1 × 0.0005 = 3.15
    Net = 300 - 1.20 - 3.15 = 295.65
    Margin = 60000 × 0.1 / 10 = 600
    ROE = 295.65 / 600 × 100 = 49.275%
  `,
}

Self-verification via MCP

AI agents and trading systems can call system.verify before relying on results. The response includes pass/fail per vector, expected vs actual values, and a timestamp.

// Request
{
  "jsonrpc": "2.0",
  "id": 1,
  "method": "tools/call",
  "params": { "name": "system.verify", "arguments": {} }
}

// Response
{
  "status": "pass",
  "passed": 22,
  "failed": 0,
  "total": 22,
  "timestamp": "2026-04-09T...",
  "results": [
    { "label": "BTC long, 10× leverage", "status": "pass", "calc": "pnl" },
    { "label": "Isolated long, 10× leverage", "status": "pass", "calc": "liquidation" },
    ...
  ]
}

Live proof (runs on every page load, no cache): tradingcalc.io/verify

What this means in practice