Crypto backtester pipeline

See my other projects.

Historic price data are fetched daily and converted to CSV using Python; each currency pair is then analysed in C++23 (compiled with gcc 13.2 in an Ubuntu 23.10 container.)

Finally, this web page is then generated with the results summary.

Disclaimer

Don't invest what you can't afford to lose. Illustrations are for illustrative purposes only. History is not an indicator of future performance. That said...

Built with ♥ on Mon Sep 25 08:01:59 UTC 2023 by a Ubuntu Mantic Minotaur (development branch).

Backtests

  • 419 currency pairs (Binance, eToro)
  • 1.6% take profit
  • 3% stop loss
  • 68 window size (candles)
  • 0.5 minimum ATR (normalised)
  • 2.9 minimum entry price

-0.73% average profit over 2 trades.

Time Token Open Close Hours Profit
2023-09-02 00:00:00 Coinbase-BCH-BTC-hour 0.008 0.007 18 -3.608%
2023-07-30 21:00:00 Coinbase-FORTH-EUR-hour 2.940 3.003 4 2.154%