Run backtest
run_backtestReplay one of your saved strategies on historical candles and return the summary (trades, win rate, profit factor, drawdown, return, data coverage). Compute, not read-only: it spends compute quota (beta: 5 per day, 1 per minute) and can take up to about 85 seconds. Date range at most 90 days, ending no later than today. A backtest is research, not a forecast, and places no orders.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| to | Yes | End date, YYYY-MM-DD (UTC), at most 90 days after from. | |
| from | Yes | Start date, YYYY-MM-DD (UTC). | |
| symbol | No | Pair to replay. Required when the strategy lists no symbols; otherwise one of the strategy's symbols (default: its first). | |
| timeframe | No | Candle timeframe. | 4h |
| strategy_id | Yes | Id of one of your strategies (get_my_strategies). | |
| initial_capital | No | Starting capital in USDT for the replay. |