Backtester

Async event-study backtester with saved parameters, progress, category filters, TP/SL and conservative execution simulation.
Dashboard

Universe / Data

Price source
Direction
From UTC
To UTC
Assets
Empty field scans the full universe. Type assets explicitly to narrow the test.
Entry source
Entry sampling step
Coverage guard
Max sampled entries to inspect
0 = full scan over the selected date range.
Max events
0 = simulate all accepted events; table output is still limited by saved rows.

Execution / Risk

Take-profit %
Stop-loss %
Max hold
Same bar policy
Fees, bps per side

Price

Price window
Min price change %
Max price change %

Aggregated Spot CVD

CVD window
Min CVD growth %
Min CVD position %
CVD filters are percent-based. Growth % = net base CVD / gross absolute base flow. Position % = current cumulative CVD position inside its own window range.

Pool / Margin

Pool zero only
Pool zero = latest margin_pool.available at or before event time equals 0. Exact asset is preferred; 1000-prefix fallback is secondary.

Aggregated OI

OI window
Min OI change %
Min OI position %

Cumulative PnL curve (%)

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Events

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Raw summary