FX Backtest
fx_backtest_taskRead-only
Run a spot-only FX backtest using historical policy-rate-differential and/or lagged momentum signals. Downloads complete histories, verifies vintages and price coverage, and charges opening, rebalancing and closing costs. The carry signal does not include funding income or broker rollover. Access: API key required, else returns subscription_required with a subscribe link.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"base": "<base>",
"quote": "<quote>"
},
"name": "fx_backtest_task"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| base | Yes | Base currency, 3-letter ISO code. Supported: lowercase 3-letter catalogue currency, e.g. usd or eur. | |
| quote | Yes | Quote currency, 3-letter ISO code. Supported: lowercase 3-letter catalogue currency, e.g. usd or eur. | |
| end_date | No | Inclusive upper bound, YYYY-MM-DD. | |
| strategy | No | Signal mode. | carry_momentum |
| start_date | No | Inclusive lower bound, YYYY-MM-DD. | |
| event_gated | No | When true, allow positions only after verified historical policy publications for either currency. This does not use future calendars or trade before a release. | |
| initial_capital | No | Starting capital for equity-curve calculations. | |
| event_window_days | No | Additional calendar days after the first UTC decision following publication; 0 permits that first day only. | |
| momentum_lookback | No | Momentum lookback in observations for the momentum signal. | |
| transaction_cost_bps | No | Per-side transaction cost in basis points applied on position changes. |