backtesting_run
Execute a single trading strategy backtest to evaluate performance metrics like total return, Sharpe ratio, and win rate for comparison and analysis.
Instructions
Run a single backtest on a strategy with specified parameters.
Returns metrics: total_return, sharpe_ratio, max_drawdown, win_rate, total_trades, etc.
Use this to:
Test a single strategy version
Get baseline metrics for comparison
As first step before analyze_results, monte_carlo, or risk_report
For A/B testing: run backtest twice with different parameters/strategies
Example flow for A/B testing:
backtest(strategy="EMA_original", ...)
backtest(strategy="EMA_with_filter", ...)
analyze_results() on both to compare
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| strategy | Yes | ||
| symbol | Yes | ||
| timeframe | Yes | ||
| start_date | Yes | ||
| end_date | Yes | ||
| exchange | No | Binance | |
| starting_balance | No | ||
| fee | No | ||
| leverage | No | ||
| exchange_type | No | futures | |
| hyperparameters | No | ||
| include_trades | No | ||
| include_equity_curve | No | ||
| include_logs | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||