Backtest

Run a strategy against the resolved-market set and get back per-market outcomes, an equity curve, and aggregate stats. Server-side execution — no need to pull every tick yourself.

Run a backtest

POST/v1/backtest

Body

Field	Type	Description
assetrequired	string	One of `BTC`, `ETH`, `SOL`,`XRP`, `DOGE`, `BNB`, `HYPE`.
timeframerequired	string	Market timeframe: `5m`, `15m`, `1h`, `4h`, `daily`.
fromrequired	ISO 8601	First market to include.
torequired	ISO 8601	Last market to include.
strategyrequired	object	Strategy spec. The simplest form is a price-threshold rule — see the example below.
stake	number	Constant USDC stake per trade. Defaults to `100`.

Example request

terminal

curl https://api.tradrr.dev/v1/backtest \
  -H "Authorization: Bearer $TRADRR_API_KEY" \
  -H "Content-Type: application/json" \
  --data '{
    "asset": "BTC",
    "timeframe": "1h",
    "from": "2025-01-01",
    "to":   "2025-03-31",
    "strategy": {
      "rule": "buy_when",
      "outcome": "Up",
      "price_above": 0.80,
      "entry": "first_cross"
    },
    "stake": 100
  }'

Response

200 OK

{
  "summary": {
    "markets":    1240,
    "trades":     412,
    "win_rate":   0.582,
    "pnl_usdc":   3184.55,
    "max_dd":    -412.20,
    "sharpe":     1.41
  },
  "equity_curve": [
    { "ts": "2025-01-01T00:00:00Z", "equity": 10000.0 },
    { "ts": "2025-01-01T01:00:00Z", "equity": 10082.4 }
  ],
  "trades": [
    {
      "market_id": "0xabc123...",
      "entry_ts":  "2025-01-01T00:14:00Z",
      "entry_px":  0.81,
      "exit_px":   1.00,
      "outcome":   "Up",
      "pnl":       23.46
    }
  ]
}

Note

Strategies more complex than threshold rules are easier to write against the raw order book and trades endpoints — or wait for the Python SDK.