backtest

name	backtest
description	Backtest strategies against historical data.

Backtest

Use this skill when the user asks to backtest a strategy.

Core Command

# Default: fetches price history from the CLOB API (no --parquet needed)
coinjure engine backtest \
  --relation <relation_id> \
  --json

# Optional: use parquet orderbook files instead of API
coinjure engine backtest \
  --relation <relation_id> \
  --parquet <orderbook.parquet> \
  --json

Use --all-relations to backtest all active relations.

Data Sources

• API history (default): Fetches candlestick price history from Polymarket CLOB / Kalshi REST API. No extra flags needed — just omit --parquet.
• Parquet replay (optional): Use --parquet <file> to replay recorded orderbook snapshots instead.

Always prefer API history unless the user explicitly asks for parquet replay.

Hard Rules

• Backtest must pass before entering paper trade.
• Focus on key metrics: sharpe, max_drawdown, win_rate.
• Always use --json output.
• For batch/grid-search/pipeline workflows, the agent orchestrates multiple backtest calls.