Your backtest says 300%. Is it real, or curve-fitting?
An honest engine (fees, slippage, next-bar fills) plus the stress tests quant funds use: walk-forward, an untouched out-of-sample hold-out, Monte Carlo and parameter heatmaps. One command, one HTML report. Your code, on your machine.
The trap it's built to catch
The bundled demo tunes a moving-average strategy on the first 70% of the data. In-sample it looks great: Sharpe 1.49. On the untouched last 30% it falls apart: Sharpe −0.13. Most backtesting tools would only ever show you the first number.
What you get
Honest engine
Decide at the close, fill at the next open, fee + slippage on every fill. No look-ahead (tested).
Walk-forward
Rolling or anchored re-optimization, stitched out-of-sample equity, WF-efficiency score.
Out-of-sample split
Optimize on 70%, test once on the untouched 30%.
Monte Carlo
Trade bootstrap, order shuffle, block bootstrap. Percentile bands, P(loss), drawdown distribution.
Parameter heatmaps
Plateau score separates robust edges from lucky spikes.
6 strategies + your own
MA cross, Donchian, RSI reversion, EMA+ATR, vol-targeted trend, B&H. Add yours with a 5-line decorator.
Risk exits & sizing
Stop-loss, take-profit, trailing stop (gap-aware); 0–100% fractional and volatility-targeted sizing.
20+ metrics
CAGR, Sharpe, Sortino, Calmar, max DD & duration, profit factor, expectancy, fees, B&H comparison.
YAML + full CLI
run, split, walkforward, montecarlo, sensitivity, report. Any OHLCV CSV, keyless candle downloader.
Screenshots
Lite vs Pro
| Lite (free, MIT) | Pro ($12) | |
|---|---|---|
| Engine with fees, slippage, next-open fills | ✓ | ✓ |
| CAGR, Sharpe, max drawdown, win rate | ✓ | ✓ |
| Sortino, Calmar, profit factor, 20+ metrics | ✓ | |
| Strategies | MA crossover | 6 + custom registry |
| Stops / take-profit / trailing / fractional sizing | ✓ | |
| Out-of-sample split · walk-forward · Monte Carlo | ✓ | |
| Parameter-sensitivity heatmaps | ✓ | |
| Charts | equity + drawdown | 5 chart types + HTML report |
| Config + CLI | basic flags | YAML + full CLI |
Free: Crypto Backtest Toolkit Lite
The same honest engine with fees, slippage and the core metrics, MIT-licensed. Try it first and see the code quality for yourself.
Download Lite (free) zip · Python 3.10+ · MITBuy Toolkit Pro
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FAQ
Our only payment address is 1MVAKAcfvPNSyxW9Pa7zdn7SQn5xTqhCKu. It's in this FAQ and in our Nostr profile (npub16lgpp5erwwfrwdur0sjashuessfg28mlf8c0uruq06ah2ag26x5sm7vd7g), which you can check in any Nostr app independent of this website, and the checkout refuses any quote not signed by that shop key or naming a different address. If you ever see another address, don't pay it.
Python 3.10+ with numpy, pandas, matplotlib and pyyaml. Windows, macOS or Linux. Runs fully offline.
No. It's research software: no exchange connections, no API keys, no signals. Sample data is synthetic.
No payment processor and no account for you or us. You pay an exact amount on-chain and get a one-time download link after 1 confirmation.
Digital download, so all sales are final. That's why the Lite edition is free: try before you buy.
Single user, on all your own machines, commercial use OK.