Running a Backtest

A backtest replays your strategy against historical candle data to see how it would have traded. This is the fastest way to evaluate a strategy idea.

Quick Start

1. Open the Research Lab and select a strategy
2. Switch to the Backtest tab in the right dock
3. Choose a symbol and interval
4. Click Run Backtest

Results appear immediately: equity curve, trades, and performance metrics.

Choosing a Symbol

Quanthop supports major cryptocurrency pairs on Binance. Select a symbol from the dropdown — common choices include:

• BTCUSDT — Bitcoin
• ETHUSDT — Ethereum
• SOLUSDT — Solana
• BNBUSDT — BNB

Choosing an Interval

The interval determines the candle timeframe your strategy operates on:

Shorter intervals produce more candles and more trades, but also more noise. Longer intervals are smoother but give fewer data points.

Date Range

Set the start and end dates for the backtest period. A longer range gives more trades and more statistical significance, but also takes more time.

You can also use candle range mode to specify start and end points by candle index instead of dates.

Running the Backtest

Click Run Backtest. The engine will:

1. Fetch historical candles for your symbol and interval
2. Execute your strategy's define(), init(), and onBar() functions
3. Simulate order fills with realistic fee assumptions
4. Return complete trade history and performance statistics

Next Steps

• Configuration — Portfolio, fees, and trading mode settings
• Reading Results — Understanding equity curves and metrics