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 Sep 3 17:44:57 UTC 2026 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
Benchmarks
---------------------------------------------------------------- Benchmark Time CPU Iterations ---------------------------------------------------------------- BM_is_entry 53104 ns 53023 ns 13229 BM_is_entry2 40446 ns 40382 ns 17418 BM_to_exit 229 ns 229 ns 3141472 BM_to_exit2 240 ns 239 ns 2962916 BM_to_vwap 7636 ns 7636 ns 91680 BM_to_vwap2 7643 ns 7643 ns 92085 BM_is_recent_dip2 895 ns 895 ns 777909 BM_to_atr 60961 ns 60960 ns 11547 BM_to_atr2 2445 ns 2438 ns 285547 BM_to_atr3 2595 ns 2595 ns 270648 BM_to_average_func 0.339 ns 0.339 ns 2107519560 BM_to_average_func2 0.345 ns 0.345 ns 2083707297 BM_to_average_volume 62399 ns 62394 ns 11239 BM_to_average_volume2 1906 ns 1906 ns 370144 BM_to_size 0.509 ns 0.509 ns 1376111475 BM_to_first 0.335 ns 0.335 ns 2085649037 BM_to_last 0.338 ns 0.337 ns 2110773763 BM_to_sum 0.337 ns 0.337 ns 2129612688 BM_to_sum2 0.339 ns 0.338 ns 2122131075 BM_to_spot 0.329 ns 0.329 ns 2130767607 BM_identity 165 ns 165 ns 4356024 BM_identity2 162 ns 162 ns 4365190 BM_to_profit 0.348 ns 0.348 ns 2075991792 BM_to_time 0.331 ns 0.331 ns 2031574068 BM_to_open 0.340 ns 0.340 ns 2083396220 BM_to_high 0.352 ns 0.352 ns 2064807743 BM_to_low 0.334 ns 0.334 ns 2007419716 BM_to_close 0.338 ns 0.338 ns 2058331861 BM_to_volume 0.344 ns 0.344 ns 2082755567