Crypto/stock backtester 
See my other projects: turpin.dev.
Disclaimer
Don't invest what you can't afford to lose. Illustrations are for illustrative purposes only. History is not an indicator of future performance. That said...
Overview
Historic price data are fetched daily via the Marketstack and CryptoCompare APIs, and converted to CSV format using Python; each currency pair is then analysed in C++. Finally, the table below is generated using the trade summary.
Profiling
The C++ code is profiled using gprof and visualised with gprof2dot and graphviz.
Built with ♥ on Thu Jul 3 17:36:24 UTC 2025 by a Ubuntu Questing Quokka (development branch).
Backtests
- 446 currency pairs (from Marketstack, Coinbase, Kraken, Binance)
- 3% take profit
- 6% stop loss
- 68 candles window size
- 0.5 minimum ATR (normalised)
- 4.3 minimum entry price
0.30% average profit over 46 trades.
| Time | Token | Open | Close | Hours | Profit |
|---|---|---|---|---|---|
| 2025-06-30 20:00:00 | Kraken-LPT-EUR | 5.35 | 5.36 | 67 | 0.2% |
| 2025-06-18 01:00:00 | Coinbase-UNI-EUR | 6.48 | 6.68 | 4 | 3.1% |
| 2025-06-18 01:00:00 | Coinbase-LINK-EUR | 11.38 | 10.98 | 67 | -3.5% |
| 2025-06-11 18:00:00 | Kraken-INJ-EUR | 11.90 | 11.16 | 16 | -6.2% |
| 2025-06-02 18:00:00 | Kraken-INJ-EUR | 10.39 | 10.90 | 5 | 4.9% |
| 2025-05-31 18:00:00 | Kraken-MLN-EUR | 7.25 | 7.55 | 2 | 4.1% |
| 2025-05-30 09:00:00 | Coinbase-UNI-GBP | 4.84 | 4.48 | 16 | -7.4% |
| 2025-05-30 09:00:00 | Coinbase-ETH-EUR | 2305.12 | 2197.66 | 67 | -4.7% |
| 2025-05-30 09:00:00 | Kraken-ETH-EUR | 2305.22 | 2197.32 | 67 | -4.7% |
| 2025-05-24 09:00:00 | Kraken-SOL-GBP | 129.39 | 128.02 | 67 | -1.1% |
| 2025-05-24 08:00:00 | Kraken-BCH-EUR | 376.78 | 361.94 | 67 | -3.9% |
| 2025-05-24 08:00:00 | Kraken-APT-EUR | 4.76 | 4.46 | 31 | -6.3% |
| 2025-05-23 20:00:00 | Kraken-LTC-GBP | 72.61 | 71.50 | 67 | -1.5% |
| 2025-05-19 18:00:00 | Kraken-KSM-EUR | 16.33 | 16.85 | 8 | 3.2% |
| 2025-05-19 15:00:00 | Kraken-LINK-EUR | 13.73 | 14.17 | 10 | 3.2% |
| 2025-05-17 13:00:00 | Kraken-EUL-EUR | 8.60 | 8.63 | 67 | 0.3% |
| 2025-05-17 10:00:00 | Kraken-ETH-EUR | 2221.93 | 2295.65 | 29 | 3.3% |
| 2025-05-15 18:00:00 | Kraken-QNT-EUR | 87.59 | 82.15 | 30 | -6.2% |
| 2025-05-15 01:00:00 | Coinbase-SOL-GBP | 133.01 | 124.70 | 49 | -6.2% |
| 2025-05-15 01:00:00 | Coinbase-SOL-EUR | 157.75 | 148.24 | 49 | -6.0% |
| 2025-05-13 12:00:00 | Kraken-LINK-GBP | 12.62 | 13.17 | 7 | 4.4% |
| 2025-05-13 12:00:00 | Kraken-LINK-EUR | 14.99 | 15.67 | 7 | 4.5% |
| 2025-05-13 12:00:00 | Coinbase-LINK-GBP | 12.61 | 13.18 | 7 | 4.6% |
| 2025-05-13 12:00:00 | Coinbase-LINK-EUR | 15.00 | 15.66 | 7 | 4.4% |
| 2025-05-13 12:00:00 | Coinbase-AVAX-EUR | 22.08 | 23.01 | 7 | 4.2% |
| 2025-05-13 12:00:00 | Kraken-QNT-EUR | 88.28 | 83.88 | 67 | -5.0% |
| 2025-05-13 12:00:00 | Coinbase-AAVE-EUR | 196.91 | 203.47 | 4 | 3.3% |
| 2025-05-13 12:00:00 | Binance-LINK-EUR | 15.00 | 15.45 | 6 | 3.0% |
| 2025-05-13 12:00:00 | Kraken-ICP-EUR | 5.08 | 5.23 | 6 | 3.1% |
| 2025-05-13 12:00:00 | Binance-AVAX-EUR | 22.10 | 23.02 | 7 | 4.1% |
| 2025-05-13 11:00:00 | Binance-DOT-EUR | 4.52 | 4.66 | 13 | 3.0% |
| 2025-05-13 11:00:00 | Kraken-KSM-EUR | 19.18 | 19.89 | 7 | 3.7% |
| 2025-05-13 11:00:00 | Kraken-DOT-EUR | 4.52 | 4.67 | 14 | 3.3% |
| 2025-05-13 11:00:00 | Kraken-AVAX-EUR | 22.09 | 23.02 | 8 | 4.2% |
| 2025-05-13 11:00:00 | Coinbase-DOT-EUR | 4.52 | 4.66 | 13 | 3.0% |
| 2025-05-12 00:00:00 | Kraken-BCH-EUR | 364.06 | 361.12 | 67 | -0.8% |
| 2025-05-12 00:00:00 | Coinbase-LTC-GBP | 75.69 | 77.98 | 11 | 3.0% |
| 2025-05-05 21:00:00 | Kraken-AAVE-EUR | 155.94 | 146.11 | 15 | -6.3% |
| 2025-05-05 01:00:00 | Coinbase-AAVE-GBP | 129.99 | 134.05 | 5 | 3.1% |
| 2025-04-30 07:00:00 | Kraken-LINK-GBP | 10.88 | 11.22 | 28 | 3.2% |
| 2025-04-28 10:00:00 | Coinbase-ENS-EUR | 16.21 | 16.77 | 64 | 3.5% |
| 2025-04-28 00:00:00 | Coinbase-AAVE-GBP | 125.03 | 128.80 | 6 | 3.0% |
| 2025-04-26 21:00:00 | Kraken-AVAX-EUR | 19.55 | 19.36 | 67 | -1.0% |
| 2025-04-15 06:00:00 | Kraken-ETH-GBP | 1241.41 | 1191.77 | 67 | -4.0% |
| 2025-04-14 07:00:00 | Kraken-INJ-EUR | 7.22 | 6.74 | 49 | -6.6% |
| 2025-04-14 07:00:00 | Binance-LINK-EUR | 11.09 | 11.54 | 4 | 4.0% |
Benchmarks
---------------------------------------------------------------- Benchmark Time CPU Iterations ---------------------------------------------------------------- BM_is_entry 52968 ns 52886 ns 13000 BM_is_entry2 40363 ns 40303 ns 17419 BM_to_exit 222 ns 222 ns 3168081 BM_to_exit2 222 ns 222 ns 3153870 BM_to_vwap 7600 ns 7600 ns 91645 BM_to_vwap2 7553 ns 7553 ns 92457 BM_is_recent_dip2 889 ns 889 ns 786366 BM_to_atr 60371 ns 60370 ns 11651 BM_to_atr2 2609 ns 2609 ns 270371 BM_to_atr3 2716 ns 2712 ns 256654 BM_to_average_func 0.343 ns 0.343 ns 2004522529 BM_to_average_func2 0.341 ns 0.341 ns 2065983145 BM_to_average_volume 61067 ns 61067 ns 11343 BM_to_average_volume2 1958 ns 1958 ns 357292 BM_to_size 0.514 ns 0.513 ns 1380126700 BM_to_first 0.358 ns 0.358 ns 1969094638 BM_to_last 0.345 ns 0.345 ns 1977262023 BM_to_sum 0.338 ns 0.338 ns 2052546546 BM_to_sum2 0.335 ns 0.335 ns 2045843800 BM_to_spot 0.334 ns 0.334 ns 2090058931 BM_identity 161 ns 161 ns 4355137 BM_identity2 161 ns 161 ns 4389710 BM_to_profit 0.337 ns 0.337 ns 2097748449 BM_to_time 0.336 ns 0.336 ns 2058127949 BM_to_open 0.348 ns 0.348 ns 2125729651 BM_to_high 0.331 ns 0.331 ns 2018345486 BM_to_low 0.331 ns 0.331 ns 1896626435 BM_to_close 0.337 ns 0.337 ns 2077283511 BM_to_volume 0.337 ns 0.337 ns 2110393057