evolution_run_backtest
Runs a vectorized backtest of a candidate pattern on historical OHLCV data, returning Sharpe ratio, win rate, trade count, max drawdown, and total PnL to evaluate trading strategy fitness.
Instructions
Backtest a candidate pattern against historical OHLCV data.
Takes a pattern dict (from discover_patterns) and runs a vectorized backtest. Returns fitness metrics: Sharpe ratio, win rate, trade count, max drawdown, total PnL.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days | No | Days of history to backtest against (default 90) | |
| symbol | No | Trading pair (e.g. "BTCUSDT") | BTCUSDT |
| timeframe | No | Bar timeframe — "5m", "15m", "1h", "4h", "1d" | 1h |
| pattern_dict | Yes | CandidatePattern as dict (from discover_patterns output) |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||