screener_backtest
Read-onlyIdempotent
Historically replay a cross-sectional screen at every bar. Matching instruments form an equal-weight long or short portfolio, entered at the next bar open and held to the following bar open, then re-screened. Use this when the question is whether repeatedly trading screener matches worked — a single-symbol backtest of coins that match today is not a substitute. Costs follow actual portfolio turnover, so an unchanged holding is not charged as a fresh round trip.
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| name | No | ||
| logic | No | Default all. | |
| quote | No | Default USDT. | |
| rules | Yes | ||
| feeBps | No | Per side. Default 4. | |
| lookback | No | Bars. Default 300. | |
| direction | No | Default long. | |
| timeframe | No | Defaults to the chart. | |
| slippageBps | No | Per side. Default 1. | |
| maxPositions | No | Equal-weight slots, 1 to 50. Default 10. | |
| universeSize | No | Default 50. | |
| manualSymbols | No | Optional symbols forced into the universe before current-volume ranking. |