Test a simple strategy on the real trade history of an asset

Replays a strategy over hourly candles of real QX fills and QSwap swaps. A price-based strategy decides on the close of an hour and trades at the open of the next hour with trades; hold and dca follow the calendar. Fees are the contracts' own (QX 0.3% from the seller; QSwap a flat 100,000 QU per swap, with its 0.3% pool fee already inside its prices). Order book depth was not kept, so every fill is assumed at the candle price: optimistic for large amounts and thin assets. Past results do not predict future ones.