How Sentinel Works

Last updated: August 28, 2025

We’ve simplified Bitpulse’s institutional risk engine so traders and non-technical users can use it with confidence.

We believe that everyone deserves quality risk-management tools in order to participate safely in the open economy.

🚀 In One Minute

We run a what-if exercise on future prices for supported perpetual contracts.
We use a standard baseline model (called GBM) that replays “typical” up-and-down moves from the last 180 days.
We simulate holding a position for 10 days (240 hours).
We support Linear (USD/USDT-margined) and Inverse (coin-margined) contracts.
We include funding costs by taking the latest rate posted by the exchange in the most recent funding interval and applying it during the simulation.

Bottom line: It’s a scenario tool, NOT a prediction. It helps you see a range of possible outcomes, NOT the future.

Make sure you read the important disclaimers in the bottom of this page

🔒 Supported Instruments & Margin Mode

Category	Support	Notes
Instruments	Perpetual futures	We do not support dated/expiring futures (e.g., monthly or quarterly).
Margin mode	Isolated (segregated)	Each position has its own margin; risk is contained to that position.
Cross-margin	Not supported	Cross-margin accounts are not supported in our simulations.

Why this matters: liquidation estimates, PnL paths, and funding calculations are based on isolated margin mechanics. Results may differ under cross-margin or dated futures.

🔧 Settings at a Glance

Instrument type: Perpetual futures only (no dated/expiring futures)