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 Jan 22 18:40:09 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
-0.92% average profit over 19 trades.
| Time | Token | Open | Close | Hours | Profit |
|---|---|---|---|---|---|
| 2026-01-16 12:00:00 | Kraken-ZEC-EUR | 354.94 | 332.44 | 59 | -6.3% |
| 2026-01-15 12:00:00 | Kraken-LTC-GBP | 56.34 | 55.93 | 67 | -0.7% |
| 2026-01-07 02:00:00 | Kraken-INJ-EUR | 4.64 | 4.34 | 34 | -6.6% |
| 2026-01-07 02:00:00 | Kraken-DASH-EUR | 36.99 | 34.74 | 26 | -6.1% |
| 2025-12-11 09:00:00 | Kraken-ZEC-EUR | 355.01 | 377.49 | 3 | 6.3% |
| 2025-12-10 22:00:00 | Coinbase-UNI-EUR | 4.85 | 4.54 | 18 | -6.5% |
| 2025-12-09 14:00:00 | Binance-SOL-EUR | 113.74 | 120.81 | 2 | 6.2% |
| 2025-12-09 14:00:00 | Coinbase-SOL-EUR | 113.74 | 120.71 | 2 | 6.1% |
| 2025-11-19 14:00:00 | Coinbase-ETH-GBP | 2326.37 | 2171.41 | 27 | -6.7% |
| 2025-11-19 14:00:00 | Kraken-ETH-GBP | 2326.54 | 2172.84 | 27 | -6.6% |
| 2025-11-19 13:00:00 | Coinbase-BCH-EUR | 425.82 | 439.77 | 16 | 3.3% |
| 2025-11-18 14:00:00 | Coinbase-UNI-GBP | 5.60 | 5.78 | 2 | 3.3% |
| 2025-11-18 14:00:00 | Coinbase-UNI-EUR | 6.35 | 6.60 | 2 | 4.0% |
| 2025-11-18 04:00:00 | Coinbase-UNI-EUR | 6.41 | 6.60 | 12 | 3.1% |
| 2025-11-17 02:00:00 | Kraken-XMR-EUR | 347.87 | 308.84 | 52 | -11.2% |
| 2025-11-14 21:00:00 | Kraken-QNT-EUR | 73.49 | 71.45 | 67 | -2.8% |
| 2025-11-11 01:00:00 | Kraken-ALCX-EUR | 9.02 | 8.42 | 10 | -6.7% |
| 2025-11-09 13:00:00 | Kraken-ALCX-EUR | 8.84 | 9.42 | 7 | 6.6% |
| 2025-11-05 10:00:00 | Kraken-MLN-EUR | 5.37 | 5.57 | 7 | 3.7% |
Benchmarks
---------------------------------------------------------------- Benchmark Time CPU Iterations ---------------------------------------------------------------- BM_is_entry 53236 ns 53234 ns 13023 BM_is_entry2 40099 ns 40099 ns 17401 BM_to_exit 222 ns 222 ns 3152465 BM_to_exit2 222 ns 222 ns 3164741 BM_to_vwap 7673 ns 7672 ns 90957 BM_to_vwap2 7811 ns 7804 ns 89344 BM_is_recent_dip2 890 ns 890 ns 785652 BM_to_atr 60612 ns 60612 ns 11164 BM_to_atr2 2616 ns 2616 ns 267876 BM_to_atr3 2764 ns 2764 ns 256118 BM_to_average_func 0.333 ns 0.333 ns 2102908331 BM_to_average_func2 0.333 ns 0.332 ns 2095413567 BM_to_average_volume 62268 ns 62267 ns 11390 BM_to_average_volume2 1991 ns 1991 ns 354191 BM_to_size 0.510 ns 0.509 ns 1359420932 BM_to_first 0.335 ns 0.335 ns 2120580644 BM_to_last 0.332 ns 0.332 ns 2074389965 BM_to_sum 0.330 ns 0.330 ns 2115460690 BM_to_sum2 0.330 ns 0.330 ns 2126277823 BM_to_spot 0.335 ns 0.335 ns 2110133657 BM_identity 161 ns 161 ns 4360713 BM_identity2 160 ns 160 ns 4371593 BM_to_profit 0.336 ns 0.336 ns 2045258718 BM_to_time 0.341 ns 0.341 ns 2109519051 BM_to_open 0.357 ns 0.357 ns 1931582695 BM_to_high 0.354 ns 0.354 ns 1912863661 BM_to_low 0.343 ns 0.343 ns 2076862085 BM_to_close 0.354 ns 0.354 ns 1891264140 BM_to_volume 0.335 ns 0.335 ns 1937250384
Generated by
1.15.0