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
| Item | Value (illustrative) |
|---|---|
| Trades | 130 |
| 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 cost | 0.44% |
Fill assumption
| Fill model | Trades | Net avg (illustrative) |
|---|---|---|
| Limit at POC on touch | 180 | +0.39% (optimistic) |
| Limit, price must trade through | 130 | +0.27% |
| Market next bar | 180 | +0.18% |
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.
Open the ChartsPod terminalUse 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.
Open the ChartsPod terminalQuestions 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.
- TradingView Pine Script: Strategies — simulated fills and assumptions.
- TradingView Pine Script: Repainting — live vs historical calculation.
- ChartsPod documentation — guides for order flow, derivatives, alerts, backtests, journal and workspaces.
- 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.