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Backtesting

Run Backtesting

Run a historical backtesting simulation for a controller configuration.

Executes a complete backtesting simulation using historical market data to evaluate how a trading strategy would have performed over a specified time period. The backtest simulates trade execution, tracks positions, and calculates performance metrics.

The controller configuration can be provided either as a path to a YAML file or as a complete configuration dictionary. Historical candle data is automatically fetched for the required trading pairs and time period.

Use this endpoint to evaluate strategy performance before deploying to live trading, optimize strategy parameters, or compare different configurations.

post/backtesting/run-backtesting

Request body

start_timeinteger

Unix timestamp for backtest start time. Default: 2025-01-01 00:00:00 UTC

end_timeinteger

Unix timestamp for backtest end time. Default: 2025-02-01 00:00:00 UTC

backtesting_resolutionstring

Candle interval for simulation. Options: '1m', '5m', '15m', '1h', '4h', '1d'

trade_costnumber

Trading fee as decimal (e.g., 0.0006 = 0.06%). Applied to each trade execution

Response

Successful Response

object required

Changes