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 May 21 17:39:21 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
3.73% average profit over 5 trades.
| Time | Token | Open | Close | Hours | Profit |
|---|---|---|---|---|---|
| 2026-04-23 17:00:00 | Coinbase-AAVE-EUR | 79.20 | 81.78 | 41 | 3.3% |
| 2026-04-17 12:00:00 | Kraken-KSM-EUR | 4.33 | 4.47 | 2 | 3.3% |
| 2026-04-09 12:00:00 | Coinbase-AAVE-EUR | 77.02 | 79.98 | 31 | 3.8% |
| 2026-03-14 09:00:00 | Kraken-ZEC-EUR | 181.17 | 186.73 | 16 | 3.1% |
| 2026-03-03 22:00:00 | Coinbase-LINK-GBP | 6.56 | 6.90 | 11 | 5.2% |
Benchmarks
---------------------------------------------------------------- Benchmark Time CPU Iterations ---------------------------------------------------------------- BM_is_entry 54222 ns 54220 ns 12892 BM_is_entry2 41656 ns 41655 ns 16813 BM_to_exit 235 ns 235 ns 2890853 BM_to_exit2 235 ns 234 ns 2977445 BM_to_vwap 5896 ns 5896 ns 121449 BM_to_vwap2 5904 ns 5904 ns 118894 BM_is_recent_dip2 979 ns 979 ns 715994 BM_to_atr 67337 ns 67337 ns 10378 BM_to_atr2 3096 ns 3096 ns 227502 BM_to_atr3 3090 ns 3090 ns 224187 BM_to_average_func 0.355 ns 0.355 ns 1952602859 BM_to_average_func2 0.359 ns 0.359 ns 1945735478 BM_to_average_volume 61381 ns 61380 ns 11414 BM_to_average_volume2 1703 ns 1703 ns 411006 BM_to_size 0.531 ns 0.531 ns 1322008030 BM_to_first 0.358 ns 0.358 ns 1959934361 BM_to_last 0.368 ns 0.368 ns 1951504440 BM_to_sum 0.360 ns 0.360 ns 1956916542 BM_to_sum2 0.359 ns 0.359 ns 1955562163 BM_to_spot 0.367 ns 0.367 ns 1929125330 BM_identity 112 ns 112 ns 6300109 BM_identity2 112 ns 112 ns 6305388 BM_to_profit 0.354 ns 0.354 ns 1976643791 BM_to_time 0.359 ns 0.359 ns 1954021816 BM_to_open 0.358 ns 0.358 ns 1966986525 BM_to_high 0.360 ns 0.360 ns 1946352724 BM_to_low 0.357 ns 0.357 ns 1925137243 BM_to_close 0.357 ns 0.357 ns 1974027072 BM_to_volume 0.362 ns 0.362 ns 1943551048