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ALL PASS

23 passed · 23 total vectors · checked live at Wed, 08 Apr 2026 13:54:09 GMT

What 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.

Formula 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.

Test 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	liquidation	BTC long 10x: liqPrice=45250 (Binance isolated-margin formula)	PASS
5	liquidation	BTC short 10x: liqPrice=54750	PASS
6	breakeven	Long with standard exchange fees: breakeven≈100.0700	PASS
7	breakeven	Zero fees: breakeven=entry, totalFees=0, distance=0	PASS
8	risk_sizer	Long, 5% stop, $10 risk: stopDistPct=5, sizeBase≈1.9734	PASS
9	funding_cost	Long, 0.01% per 8h, 7 days: totalCost=0.21, annualPct=10.95	PASS
10	funding_cost	Short receives when rate is positive: totalCost=−0.03	PASS
11	average_entry	Weighted average: (100×1+200×3)/4=175	PASS
12	target_exit	Target pnl=0 → net pnl is zero (round-trip breakeven)	PASS
13	target_exit	Long target $10 PnL no fees: pnl≈10, exit above entry	PASS
14	scenario	Long +10% no fees: scenarios[0].pnl=10	PASS
15	max_leverage	10k acct, 10% max drawdown, 3% vol: maxLev=2.8x, safeMargin=3500	PASS
16	max_leverage	Extreme volatility: leverage is always ≥1 (floored)	PASS
17	hedge_ratio	Full hedge 2x: perpNotional=10000, margin=5000, dailyCost=3	PASS
18	hedge_ratio	50% hedge 1x: perpNotional=5000, margin=5000	PASS
19	funding_arb	0.02% net rate 30d: gross=180, net=170, APY=21.9%	PASS
20	funding_arb	Hyperliquid 1h interval: 24 periods/day	PASS
21	compound_funding	1000 USDT, 0.01%/8h, 1 day, 100% reinvest: finalCapital≈1000.3003	PASS
22	compound_funding	reinvestPct=0: capital unchanged, totalEarned=0	PASS
23	pre_trade_check	BTC long 10x, 5% SL, 1% risk, 0.01%/8h funding: size=0.04, liqDist=9.5%, safety=warn	PASS

Error 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.

Version history

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 — 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