Trading Strategy Templates

Run either the synthetic demo (fast sanity check) or a real backtest on downloaded Binance 1h candles. You can also evolve an ensemble as a linear combination of base strategies.

Coding Dashboard

Templates

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Demo Backtest (Synthetic)

Results

Run a demo backtest from any template above to see metrics and an equity curve here.

Binance Backtest (Downloaded 1h Klines)

Uses downloaded Binance 1h candles from data.binance.vision mounted into the API container. Spot is long-only by default. Enable shorting only if you explicitly want it.

Market

Symbol

Strategy

Allow shorting

Start (YYYY-MM-DD)

End (YYYY-MM-DD)

Fee (bps)

Slippage (bps)

No Binance dataset detected. Download and mount it first:

python3 scripts/download_binance_klines.py --market spot --symbol BTCUSDT --interval 1h --start 2024-01 --end 2026-01

Run a Binance backtest to see results here.

Evolve Ensemble (Linear Combination)

Evolves weights for a combined strategy built from your selected base strategies. Execution is next-bar (decision at close, fill at next open) with fees/slippage applied.

Market

Symbol

Start (YYYY-MM-DD)

End (YYYY-MM-DD)

Allow shorting

Fee (bps)

Slippage (bps)

Seed

Generations

Population

Tune strategy params

Param Trials

Select base strategies (at least 2)

Run ensemble evolution to see best weights, metrics, and equity curve here.

Market Conditions (Regime-Aware Live Selector)

Detects current market regime from Binance candles and ranks your selected strategies by realized regime-specific performance. Use this to drive live strategy selection.

Market

Symbol

Start (YYYY-MM-DD)

End (YYYY-MM-DD)

Window Bars

History Limit

Fee (bps)

Slippage (bps)

Allow shorting

Strategies to rank by regime

Run market-condition analysis to see current regime, recommended live strategy, and regime-specific strategy rankings.