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 Oct 16 17:39:00 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
-0.19% average profit over 19 trades.
| Time | Token | Open | Close | Hours | Profit |
|---|---|---|---|---|---|
| 2025-10-14 21:00:00 | Kraken-LINK-EUR | 16.34 | 15.20 | 43 | -6.9% |
| 2025-10-14 15:00:00 | Kraken-YFI-EUR | 4194.00 | 4040.00 | 50 | -3.7% |
| 2025-10-08 03:00:00 | Coinbase-LINK-GBP | 16.34 | 16.84 | 20 | 3.1% |
| 2025-08-19 12:00:00 | Kraken-LINK-GBP | 18.24 | 19.13 | 27 | 4.8% |
| 2025-08-19 12:00:00 | Coinbase-LINK-EUR | 21.09 | 22.09 | 27 | 4.8% |
| 2025-08-18 15:00:00 | Kraken-AVAX-EUR | 20.22 | 19.88 | 67 | -1.7% |
| 2025-08-18 15:00:00 | Binance-AVAX-EUR | 20.27 | 19.85 | 67 | -2.1% |
| 2025-08-18 15:00:00 | Coinbase-AVAX-EUR | 20.25 | 19.84 | 67 | -2.0% |
| 2025-08-15 06:00:00 | Kraken-GNO-EUR | 126.24 | 118.42 | 13 | -6.2% |
| 2025-08-12 06:00:00 | Coinbase-LINK-GBP | 16.00 | 16.63 | 7 | 3.9% |
| 2025-08-11 20:00:00 | Kraken-LINK-EUR | 18.41 | 19.26 | 17 | 4.6% |
| 2025-08-06 12:00:00 | Coinbase-SOL-GBP | 123.11 | 126.81 | 19 | 3.0% |
| 2025-08-06 12:00:00 | Coinbase-SOL-EUR | 141.24 | 146.39 | 22 | 3.6% |
| 2025-08-06 12:00:00 | Kraken-SOL-EUR | 141.27 | 146.43 | 22 | 3.7% |
| 2025-08-01 04:00:00 | Kraken-KP3R-EUR | 5.15 | 5.31 | 1 | 3.1% |
| 2025-07-30 09:00:00 | Kraken-RPL-EUR | 6.32 | 6.52 | 8 | 3.1% |
| 2025-07-29 11:00:00 | Coinbase-UNI-EUR | 8.89 | 8.34 | 57 | -6.2% |
| 2025-07-29 11:00:00 | Kraken-UNI-EUR | 8.89 | 8.34 | 57 | -6.2% |
| 2025-07-29 10:00:00 | Coinbase-AVAX-EUR | 21.43 | 20.03 | 33 | -6.5% |
Benchmarks
---------------------------------------------------------------- Benchmark Time CPU Iterations ---------------------------------------------------------------- BM_is_entry 52799 ns 52798 ns 13298 BM_is_entry2 40172 ns 40171 ns 17356 BM_to_exit 220 ns 220 ns 3195872 BM_to_exit2 220 ns 220 ns 3134503 BM_to_vwap 7543 ns 7543 ns 92929 BM_to_vwap2 7542 ns 7540 ns 93192 BM_is_recent_dip2 893 ns 889 ns 782753 BM_to_atr 60369 ns 60367 ns 11573 BM_to_atr2 2406 ns 2406 ns 293592 BM_to_atr3 2534 ns 2534 ns 274590 BM_to_average_func 0.333 ns 0.333 ns 2128362367 BM_to_average_func2 0.334 ns 0.334 ns 2101463806 BM_to_average_volume 61223 ns 61221 ns 11442 BM_to_average_volume2 1874 ns 1874 ns 372842 BM_to_size 0.510 ns 0.510 ns 1365705736 BM_to_first 0.329 ns 0.329 ns 2096451090 BM_to_last 0.333 ns 0.333 ns 2114270816 BM_to_sum 0.333 ns 0.333 ns 2088429312 BM_to_sum2 0.331 ns 0.331 ns 2071313691 BM_to_spot 0.336 ns 0.336 ns 2067964003 BM_identity 162 ns 162 ns 4320476 BM_identity2 162 ns 162 ns 4360278 BM_to_profit 0.343 ns 0.343 ns 2122361965 BM_to_time 0.334 ns 0.334 ns 2113525964 BM_to_open 0.335 ns 0.335 ns 2110880283 BM_to_high 0.333 ns 0.333 ns 2131778287 BM_to_low 0.337 ns 0.337 ns 2048671698 BM_to_close 0.341 ns 0.341 ns 2137856866 BM_to_volume 0.345 ns 0.345 ns 2125351830