crypto-backtest
v1.0.0Crypto futures backtesting engine with built-in EMA, RSI, MACD, and Bollinger Band strategies. Fetches OHLCV data from any ccxt-supported exchange (Bybit, Binance, OKX, etc.), runs multi-strategy sweeps, calculates win rate / PnL / drawdown, and exports results to JSON. Use when backtesting trading...
Sourced from ClawHub,
Authored by SunnyZhou
Installation
Please help me install the skill `crypto-backtest` from SkillHub official store.
npx skills add Sunnyztj/crypto-backtest
Crypto Backtest Engine
Fast, scriptable backtesting for crypto futures strategies. Fetches data via ccxt, runs strategies, reports metrics.
Quick Start
pip install ccxt numpy
python scripts/backtest_engine.py --symbol ETH/USDT:USDT --strategy ema --fast 12 --slow 26
Features
- Multi-exchange: Any ccxt-supported exchange (Bybit, Binance, OKX, Bitget...)
- Built-in strategies: EMA crossover, RSI, MACD, Bollinger Bands
- Parameter sweep: Test all combinations automatically
- Risk simulation: Configurable leverage, position size, SL/TP, fees
- JSON export: Machine-readable results for pipeline integration
- Custom strategies: Simple plug-in interface
Usage
Single Strategy
python scripts/backtest_engine.py
--symbol SOL/USDT:USDT
--strategy rsi
--period 14 --oversold 30 --overbought 70
--capital 1000 --leverage 5
Parameter Sweep
python scripts/sweep.py
--symbol ETH/USDT:USDT
--strategies ema,rsi,macd,bbands
--capital 1000 --leverage 5
--output results.json
Custom Strategy
See references/custom_strategy.md for the plug-in interface.
Output Metrics
Each backtest reports: - Total trades, win rate, profit factor - Total PnL (absolute + percentage) - Max drawdown - Best/worst trade - Final balance
Files
scripts/backtest_engine.py— Core engine with EMA, RSI, MACD, Bollinger Bandsscripts/sweep.py— Multi-strategy parameter sweep runnerreferences/custom_strategy.md— Guide for adding custom strategiesreferences/strategy_notes.md— Notes on each built-in strategy's edge cases