backtest_strategy
Backtest a strategy on historical Solana OHLCV before deploying capital.
strategy_type is one of the 17 Crank strategy types (dca, momentum,
rebalance, stoploss, protect, snipe, sentiment, vault, yield_farm, hedge,
equity_dca, perp_grid, copy_wallet, market_make, arb, basis_trade,
composite). asset is a token mint; timeframe one of 1m/5m/15m/1h/4h/1d;
start_date/end_date are ISO-8601. params tunes the strategy (e.g.
{"fast":5,"slow":20} for momentum). For strategy_type="composite" pass the
signal-rule definition (see compose_strategy); the response includes a
per-stream signal_coverage honesty report -- streams with partial persisted
history are flagged, never silently zero-filled.
slippage_model: "fixed" (slippage_bps haircut) or "jupiter_replay" (realised
price-impact from the recorded quote corpus). Returns performance metrics
(Sharpe/Sortino/Calmar, max drawdown, win rate, profit factor, VaR/CVaR),
final equity, and trade + signal counts. Read-only simulation -- no fee, no
on-chain action.
Workflow: SIMULATE step -- validate a strategy on history before risking capital; run twice (e.g. auto vs long_only) to compare. Poor Sharpe/deep drawdown -> retune or fall back to the yield leg. Feeds get_risk_assessment -> the strategy_*_create tools. See get_trading_workflow.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| asset | Yes | ||
| params | No | ||
| fee_bps | No | ||
| end_date | Yes | ||
| caller_id | No | ||
| timeframe | Yes | ||
| definition | No | ||
| start_date | Yes | ||
| slippage_bps | No | ||
| strategy_type | Yes | ||
| slippage_model | No | fixed | |
| wallet_address | No | ||
| initial_capital | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||