BACKTESTING · POC RETEST

Volume-Profile POC Retest Backtest in Crypto: Fees, Slippage and Break-Even Costs

Retesting the prior session's point of control is a common entry idea. A testable version needs a touch definition, a direction rule and a fixed session.

Short answer

A POC-retest rule enters when price returns to the prior session's POC — long if approaching from above in an uptrend, for example — with a stop beyond the POC and a target at value-area extremes. Definitions matter: what counts as a touch (within N ticks), how the direction is decided, and which session builds the POC. Use completed sessions, next-bar or limit fills (limit fills at the POC assume execution), and compute break-even cost.

Break-even cost

ItemValue (illustrative)
Trades130
Gross avg per trade+0.44%
Fees (2 × 0.05%)−0.10%
Slippage (2 × 0.03%)−0.05%
Net avg per trade+0.29%
Break-even round-trip cost0.44%
Poc Retest: edge vs cost per trade (%)Poc Retest: edge vs cost per trade (%): Gross edge 0.44 %; Fees 0.10 %; Fees + slippage 0.15 %.POC RETEST: EDGE VS COST PER TRADE (%)Gross edge0.44 %Fees0.10 %Fees + slippage0.15 %
Edge per trade versus cost per trade. Original ChartsPod editorial graphic.

Fill assumption

Fill modelTradesNet avg (illustrative)
Limit at POC on touch180+0.39% (optimistic)
Limit, price must trade through130+0.27%
Market next bar180+0.18%
Illustrative net avg (%)Illustrative net avg (%): Touch fill +0.39 %; Trade-through +0.27 %; Next bar +0.18 %.ILLUSTRATIVE NET AVG (%)Touch fill+0.39 %Trade-through+0.27 %Next bar+0.18 %
Fill realism changes the result. Original ChartsPod editorial graphic.

Conclusion

Related: Volume-Profile Value Reclaim Backtest in Crypto: Fees, Slippage and Break-Even Costs, Order Flow Near a Volume-Profile POC in Crypto: What Price Response Adds to the Reading.

Backtest the poc retest rule with costs in ChartsPod.

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Use completed sessions, next-bar or limit fills (limit fills at the POC assume execution), and compute break-even cost.

See Volume-Profile POC Retest Backtest in Crypto on live data in the free ChartsPod terminal.

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Questions readers ask

What is a POC retest?

Price returning to the prior session's highest-volume price.

Does a touch mean a fill?

Not necessarily; require trade-through.

Which session?

Completed sessions only.

Sources and methodology

Backtest cost logic follows TradingView's Pine Script strategy documentation; indicator definitions are standard. All performance numbers are illustrative examples of the method, not results of real tests.

  1. TradingView Pine Script: Strategies — simulated fills and assumptions.
  2. TradingView Pine Script: Repainting — live vs historical calculation.
  3. ChartsPod documentation — guides for order flow, derivatives, alerts, backtests, journal and workspaces.
  4. TradingView: Volume profile indicators, basic concepts — POC, value area, profile types.

This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.

CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.