Portfolio simulator
Paper return versus executable return
This simulator explicitly deducts slippage and fees so position sizing is not separated from realistic exitability.
Illustrative scenario
Scenario inputs
Quick what-if parameters via GET fields.
Paper return
Headline mark-to-market return.
65.00%
Executable return
Target return after slippage drag.
63.02%
Slippage drag
Difference between paper and executable result.
1.98%
Expected value
Probability-weighted, fee-adjusted outcome.
$14,067.00
Portfolio context
Simple concentration and liquidity framing for the example setup.
Portfolio size: $250,000.00
Sector concentration: 22% DeFi
Liquidity concentration: Moderate