Backtest

A backtest replays your strategy against historical candles to simulate how it would have traded. It is the fastest way to see whether a strategy idea has merit.

How It Works

Candles are fetched for the chosen symbol, interval, and date range
Your strategy's define(), init(), and onBar() functions are called in sequence
The trading engine simulates order fills, portfolio tracking, and fee deduction
Results include every trade, performance stats, and an equity curve

Inputs

Setting	Description
Symbol	Trading pair (e.g. BTCUSDT)
Interval	Candle timeframe (`1h`, `4h`, `1d`, etc.)
Date range	Start and end dates, or candle index range
Strategy	Your QSL strategy
Parameters	Values for each parameter defined in `define()`
Allocation	Starting capital (default 10,000 USDT)
Trading mode	LONG_ONLY, SHORT_ONLY, or BIDIRECTIONAL
Fee %	Per-trade fee (default 0.1%)

Trading Modes

Mode	Description
LONG_ONLY	Only long (buy) positions. This is the default.
SHORT_ONLY	Only short (sell) positions. Automatically uses MIXED portfolio.
BIDIRECTIONAL	Both long and short positions allowed.

Output

A completed backtest returns:

Trades — every entry and exit with prices, dates, P&L, and portfolio snapshots
Statistics — trade count, win rate, total return, Sharpe ratio, max drawdown, profit factor, Calmar ratio
Signals — the raw signal array from your strategy
Metadata — symbol, interval, candle count, fee rate, and whether data was truncated

Candle Limits

Very large date ranges are automatically capped to prevent excessive memory usage. If your range exceeds the system limit (~50,000 candles), only the most recent candles are used and a warning is included in the metadata.

Tips

Start with a single instrument and a wide date range to see overall behaviour
Use the default parameters first, then move to Optimization to tune them
Compare LONG_ONLY vs BIDIRECTIONAL to see if short signals add value
Check the max drawdown — a high return with extreme drawdown is risky