# DCA Backtester

Dollar-cost averaging buys a fixed dollar amount on a fixed schedule. This tool simulates what that plan would have returned on real historical dates, using daily bars from our own series API. Set the symbol, amount, cadence and date range. We read the daily closes and show you cost basis, current value, P&L, break-even and the money-weighted annual return. Per-symbol history lives on the symbol pages.

Source: https://bykaranteli.com/tools/dca-backtester · attribute to ByKaranteli and quote the timestamp.

## How the simulation works

- On each cadence date, we buy amount_usd / close_price units at that day's close. Monthly buys fall on the same calendar day each month (the month's last day in shorter months).
- At end, total units × current close = market value.
- Break-even = total invested / total units.
- Money-weighted return (XIRR) = the annual rate r at which every buy and the final value, each discounted by (1 + r)^(days since the first buy / 365), sum to zero. Each dollar counts only from the day it was invested.
- Depth: up to 300 daily bars per run ending on the end date, 5000 for members. Bars come from our Binance USDT-M perp minute recorder, recorded since 2024-09-28 (later for symbols added since), or from exchange klines where the recorder does not cover the symbol.

Simplifying assumptions: buy executes at daily close (no intraday slippage), no fees deducted. Real DCA pays an exchange fee on every buy and sometimes spread costs. We show the gross number.

Hypothetical result. Computed with hindsight from recorded prices or the numbers you entered; fees, slippage and funding only where a field says so; not a forecast, not a trade that was placed and not indicative of future results.

## FAQ

### What data does the DCA Backtester use?

Daily bars for the Binance USDT-M perpetual from the ByKaranteli series API: our own minute recorder, recorded since 2024-09-28 (later for symbols added since), or exchange klines where the recorder does not cover the symbol. A run covers up to 300 daily bars ending on the end date, 5000 for members. Each simulated buy executes at the daily close on the cadence date you choose.

### Does the simulation include fees?

No. Results are gross of exchange fees and slippage. Real DCA pays your exchange's fee on every buy; subtract it to compare with your own fills.

### What does the break-even price mean?

Break-even is total invested divided by total units bought. If the current price is above it, the position shows an unrealized profit.

### What is the money-weighted return?

The annual rate at which every buy and the final value balance out (XIRR). Unlike (final value / invested)^(1 / years) - 1, it counts each dollar only from the day it was invested, so a plan that buys every week is not treated as if all the money went in on day one.


## Related

- https://bykaranteli.com/tools/position-size
- https://bykaranteli.com/tools/liq-calc
- https://bykaranteli.com/tools/funding-arb-calc
- https://bykaranteli.com/tools/grid-simulator
- https://bykaranteli.com/tools/twap

Everything in one fetch: https://bykaranteli.com/llms-full.txt