交易风格

Crypto position-trading review worksheet

Preserve a longer-horizon thesis snapshot, instrument risks, settled carry and dated evidence reviews without rewriting the original plan.

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Funding settlement calculator

List each funding event your position was open for. The calculator signs every payment from your side and compares it with what the venue reported.

Result

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Math. Payment = −side × notional × rate, so a long pays a positive rate and a short receives it. Venues differ on the notional price basis (mark, index or oracle), interval length and rounding; record the rule in the worksheet below before comparing.

INTERACTIVE WORKSHEET

您的研究工作表

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Blank research record for a longer-horizon position. Educational use only; it is not a recommendation, a risk guarantee, or a substitute for venue-specific rules.

1. Freeze the original thesis

Record ID and version:

Prepared-at timestamp (UTC):

Asset, venue or protocol, and exact instrument (spot / dated future / perpetual / other):

One-sentence thesis and proposed mechanism:

Evidence that would support it:

Falsifying condition written before the next review:

Expected evidence horizon and planned review cadence:

Source links, publication dates, and last checked timestamps:

2. Record exposure and failure boundaries

Entry or current reference price, timestamp and price source:

Units, contract multiplier, quote currency, notional and position side:

Cash or collateral allocated; isolated or cross mode if applicable:

Planned exposure limit and the calculation used:

Invalidation price or evidence condition; order type and gap / fill limitations:

Maximum holding period or forced review date:

Venue-specific maintenance margin, mark price, liquidation and custody rules to recheck:

Price-gap, wider-spread, access-loss and collateral stress cases:

A stop price is an instruction or trigger under a venue's rules, not a guarantee of the exit price or a maximum loss. Do not copy a liquidation estimate across venues, account modes, assets or dates.

3. Reconcile carry and other costs

Settlement timestamp (UTC)	Venue / instrument	Position units	Price used for notional	Raw rate and unit	Interval	Payer convention	Estimated payment	Account-reported payment	Source / evidence ID

Total							–	–

Entry and exit fees, maker/taker tier and checked date:

Spread, slippage, basis and conversion assumptions (keep separate):

Missing settlement or statement data and how it affects the conclusion:

For a venue with funding formula (position size × reference price × settled rate), preserve that venue's exact size unit, reference price, rate interval and sign convention. Verify account-reported payments separately; do not extend one observed rate across future intervals.

4. Dated evidence review

Review time (UTC)	New observation and source time	What changed vs original thesis?	Status: intact / weakened / invalidated / unknown	Exposure and instrument check	Decision under the written plan	Next check

If status is unknown, name the missing source or observation and set a verification task. Do not silently treat missing evidence as confirmation.

5. Close or continue the research record

Thesis status and evidence-backed reason:

Realized and unrealized P&L kept separate; fees and settled carry reconciled:

Position-size or account-mode changes, with timestamps and reasons:

Stop, invalidation, expiry or maximum-hold event and modeled / actual execution evidence:

What was not measured or cannot be verified:

Next review timestamp, or closure reason:

Reviewer / correction history (append; do not overwrite the original thesis):

This worksheet records a process. It does not establish that a thesis is profitable, lower risk, or suitable for any person.

BEFORE YOU START

将规划假设与后续观察分开保存。将缺失信息标记为未知，而不是零。模板用于组织研究；它们不推荐交易，也不记录经过验证的实盘成交。

What does this worksheet include?

上文所述研究任务的可编辑字段。任何示例数值均为虚构，使用前应删除或替换。

This resource is educational, not individualized financial advice. Calculator inputs stay in your browser. Check your venue's current contract, margin and fee documentation.