Running backtests with a quantity of 1 (which im assuming is $1), it seems to blow up to $10,000 in 6 months.
Doesn't seem right.
Can someone help explain what quantity means in this case? Is it the number of contracts you buy at bitmex or is it the PRICE of XBT (or bitcoin?)
(unrelated question: does the backtester take into account the Maker/Taker fees at Bitmex?)
Thank you.
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