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backtesting

Crypto backtesting tools: real backtests with robustness verdicts, daily signals and market data.

Tools 11
GitHub stars
Installs / wk
Licence
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Last checked 26h ago

Tools & capabilities

11 tools

Read from the running server on 26h ago.

check_overfitting read-only skewsharpe*kurtosisn_trials*timeframelength_days*
Compute the Deflated Sharpe Ratio (Bailey & Lopez de Prado 2014) for YOUR OWN backtest: given its annualised Sharpe, length, and how many strategy variants you tried before selecti…
compare_strategies read-only strategy_a*strategy_b*
Head-to-head comparison of two strategy templates from real monthly engine runs across ~50 coins: per-coin win count, median out-of-sample Sharpe, survival counts, median return an…
get_buy_hold read-only coin*
What a $1,000 buy of a coin on Jan 1 of each available year would be worth today — ROI, peak value and date, and the maximum drawdown endured along the way. Real Binance data, refr…
get_coin_signals read-only coin
Today's daily-bar indicator readings for crypto coins, computed by a real backtesting engine from Binance closes: price, RSI-14, MACD state, SMA 50/200 posture, SuperTrend, Bolling…
get_dca read-only coin*amountfrequencystart_date
Dollar-cost-averaging outcome for a coin: what buying a fixed dollar amount on a schedule (weekly or monthly) since a start date would be worth today — total invested, units, avera…
get_overfitting_index read-only
The Crypto Overfitting Index: the monthly share (%) of default-parameter strategy configurations (10 templates × 50 coins) whose out-of-sample Sharpe turned negative — how much of…
list_strategies read-only
List the strategy templates available for backtesting and comparison (name, title, one-line description). Use the returned `name` value as the strategy identifier in other tools.
query_dataset read-only cointemplate
Query our open 11,440-run curve-fitting study (10 strategy templates x 20 coins, 70/30 in-sample/out-of-sample split). Returns the headline overfitting stats and the tuned picks ma…
run_backtest strategy*start_date*starting_cash
Run a real backtest of a strategy template on BTC/USDT from a start date (public what-if engine; may take up to a minute on a cache miss; rate-limited). Returns net return, max dra…
search_answers read-only query*
Search Noon Barbari's Q&A knowledge base of direct, data-grounded answers about backtesting, overfitting, validation, indicators, risk management and crypto markets. Returns the to…
search_glossary read-only query*
Search Noon Barbari's trading glossary for a plain-language definition of an indicator, metric or concept (RSI, MACD, Sharpe ratio, drawdown, walk-forward, overfitting, and 60+ mor…