Fast and versatile backtest framework to test your quantitative strategies. Here is a list of some of the features:

• Fast (less than 3 seconds to backtest 1 year of data with a tick of 1 second)
• Easy to use, send a simple POST request to start your backtest
• Can be used with a variety of assets (Stocks, Crypto, ...)
• Place market orders, limit orders and stop orders
• Able to simulate down to a precision of 1 nanosecond for HFT strategies
• Configurable slippage for a more realistic result

Here is an example of an execution of a strategy with a simple POST request

curl -i http://localhost:3000/run -H "Content-Type: application/json" -d '{
    "parameters": {
      "start_date": "2024-02-17 00:00:00",
      "end_date": "2025-02-17 00:00:00",
      "tick": "1s"
    },
    "data": "AAPL",
    "broker": {
      "cash": 10000.0,
      "fees": { "Flat": 1.0 },
      "slippage": {
        "min": 0.01,
        "max": 0.05
      }
    }
  }'

• Implement your strategy with any language that compiles to WASM
• Data source agnostic, provide OHLCV data how you wish
• Better analytics result with per trade feedback
• Visualize your strategy using a dedicated frontend. Analyze key performance metrics such as:
  • Return on Investment (ROI)
  • Sharpe Ratio: Measures risk-adjusted return.
  • Max Drawdown: The largest peak-to-trough decline.
  • Win Rate: Percentage of profitable trades.
• Support for derivatives (Futures, Options, Warrants, ...)
• Support for Stop-Limit orders
• Supports multiple instruments in one simulation for complex strategies
• Support L2 data for a better overview of the order book with spread visualization etc
• Support other data types like FIX
• Support for better splippage predictions using liquidity and volatility
• Support paper trading with live market data
• Support for stress testing during significant market events
• Replay system with per trade visual and total history
• Better time management with timezones etc