INSTRUMENT / 05 — POSITION STRESS ENGINE MANUAL SCENARIOS / NO EXECUTION
BETTER QUESTIONS / HIGHER STANDARDSPOSITION
POSITION
UNDER PRESSURE.
Move past a single APY. Explore the mechanics of a long spot and short perpetual hedge under changing prices, funding and user-supplied margin assumptions.
SEVEN PRICE SCENARIOS / DETERMINISTIC MATH DEMONSTRATION DATA / MANUAL INPUTNO LIVE ACCOUNT DECODING · NO TRADES
01 / EXPOSURE INPUTS
Define the position.
Adjust the assumptions. Every result changes immediately. Values are provided by you, not imported from a verified Drift account.
Nothing here is submitted to a wallet or trading venue. Spot holdings and perpetual margin are modeled as separate accounts.
02 / RISK OBSERVATORY DETERMINISTIC MODEL
NET DIRECTIONAL EXPOSURE+$8005 SOL · 2.13% OF GROSS
STRESS LATTICE / 007PRICE SHOCKS
SELECTED SHOCK+25%
COMBINED PNL + FUNDING+$219
ILLUSTRATIVE BUFFER+$4,269
03 / PNL BREAKDOWNSCENARIO, NOT FORECAST
Under the surface.
SPOT PRICE MOVE+$4,800
PERP PRICE MOVE-$4,600
ASSUMED FUNDING CARRY+$19
MODELED TOTAL+$219
Assumes linear SOL price changes, unchanged daily funding, and no fees, slippage or basis shifts. A strong apparent hedge can still incur significant real-world losses.
04 / MARGIN HYPOTHESISNOT DRIFT HEALTH
Watch the buffer.
ESTIMATED PERP EQUITY$5,419
ASSUMED MAINTENANCE$1,150
HYPOTHETICAL BUFFER+$4,269
ASSUMPTION STATUSABOVE BUFFER
This buffer is not a Drift liquidation price, margin health score or liquidation trigger. Actual risk uses venue-specific collateral weights, margin tiers, oracle prices, PnL rules and other factors.