crypto-backtest

name

crypto-backtest

description

Crypto futures backtesting engine with built-in EMA, RSI, MACD, and Bollinger Band strategies. Fetches OHLCV data from any ccxt-supported exchange (Bybit, Binance, OKX, etc.), runs multi-strategy sweeps, calculates win rate / PnL / drawdown, and exports results to JSON. Use when backtesting trading strategies, comparing parameter combinations, evaluating crypto trading signals, or building a quantitative trading pipeline.

Cleanup Review

python scripts/_cleanup.py is an optional cleanup helper for the Crypto Backtest Engine skill. It may recursively remove ~/.cache/skill_tmp, ~/.skill_state. Show the exact paths first, explain whether they are skill-private temporary paths or user state, and run the cleanup only after the user confirms.

Crypto Backtest Engine

Fast, scriptable backtesting for crypto futures strategies. Fetches data via ccxt, runs strategies, reports metrics.

Quick Start

pip install ccxt numpy
python scripts/backtest_engine.py --symbol ETH/USDT:USDT --strategy ema --fast 12 --slow 26

Features

• Multi-exchange: Any ccxt-supported exchange (Bybit, Binance, OKX, Bitget...)
• Built-in strategies: EMA crossover, RSI, MACD, Bollinger Bands
• Parameter sweep: Test all combinations automatically
• Risk simulation: Configurable leverage, position size, SL/TP, fees
• JSON export: Machine-readable results for pipeline integration
• Custom strategies: Simple plug-in interface

Usage

Single Strategy

python scripts/backtest_engine.py \
  --symbol SOL/USDT:USDT \
  --strategy rsi \
  --period 14 --oversold 30 --overbought 70 \
  --capital 1000 --leverage 5

Parameter Sweep

python scripts/sweep.py \
  --symbol ETH/USDT:USDT \
  --strategies ema,rsi,macd,bbands \
  --capital 1000 --leverage 5 \
  --output results.json

Custom Strategy

See references/custom_strategy.md for the plug-in interface.

Output Metrics

Each backtest reports:

• Total trades, win rate, profit factor
• Total PnL (absolute + percentage)
• Max drawdown
• Best/worst trade
• Final balance

Files

• scripts/backtest_engine.py — Core engine with EMA, RSI, MACD, Bollinger Bands
• scripts/sweep.py — Multi-strategy parameter sweep runner
• references/custom_strategy.md — Guide for adding custom strategies
• references/strategy_notes.md — Notes on each built-in strategy's edge cases