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Crypto Trading Strategy Backtester

Easy-to-use cryptocurrency trading strategy simulator

backtester

You can run it fast, and it is easy to use.
There are no complexities and no database usage in this project. Even dependencies are a few.
It is easy to modify and customize.
It generates many different statistical parameters in a complete report.
This project saves the downloaded data for offline usage, so no unnecessary downloads are required.
This project generates practical datasets for data scientists.
After backtesting, you can see the opened and closed positions on an interactive chart.
You can read the code for educational purposes.

This will backtest an example strategy for trading Bitcoin.

To define the strategy, you can:

Change config.py constants.
Define new indicators in indicators.py.
Change _is_it_time_to_open_long_position and _is_it_time_to_open_short_position methods.
Change _check_conditions_to_close_long_position and _check_conditions_to_close_short_position methods.

COINS_SYMBOL: The trading pair
START_DEPOSIT: How much money do we have to start trading with?
LEVERAGE: Futures trading leverage
OPEN_POSITION_FEE_PERCENT and CLOSE_POSITION_FEE_PERCENT: Exchange fees
USE_LONG_POSITIONS and USE_SHORT_POSITIONS: Are we trading in the futures market?
TAKE_PROFIT_PERCENTS_LIST and STOP_LOSS_PERCENTS_LIST: Set multiple take profit and stop losses for your positions
MOVING_AVERAGE_SIZE andINDICATORS_TIMEFRAME: If use some indicators, you can set them up here.
START_YEAR, START_MONTH, START_DAY, START_HOUR, START_MINUTE , and START_SECOND: Starting time for trading
END_YEAR, END_MONTH, END_DAY, END_HOUR, END_MINUTE , and END_SECOND: Starting time for trading
TIMEFRAME: The main time frame used for iterating candles and checking the take profits and stop losses
IMPORTANT_RECENT_CANDLES_TIMEFRAME: Generated output dataset candles timeframe
IMPORTANT_RECENT_CANDLES_COUNT: Number of candles in the generated output dataset
OPEN_POSITION_TIMEFRAME: We want to open the position at some exact rounded times
REPORT_PERCENTILES_COUNT: Number of percentiles used in the statistical analysis report
TEST_SET_SIZE_RATIO: How big is the final generated test set of our dataset?
MINIMUM_NUMBER_OF_CANDLES_TO_START_TRADING: Do not start trading soon!

plot

Another plot to see the opened and closed positions on an interactive chart
A complete report on candle statistics (as the program text output)
A complete report on opened and closed positions (as the program text output)
A complete report on the strategy (in deposit_changes.csv)
A spreadsheet containing opened and closed positions (in positions.csv)
Two datasets for data science and machine learning purposes (test.csv and train.csv)