Inspect a crypto backtest result

TL;DR

Inspect a crypto backtest by following the recorded condition values into Filled orders, then checking cash, holdings and the full curve. The BTC example bought $9,500 of fractional units with a $66.50 fee; two later sale fills together closed the quantity. Do not assume one sale closed every unit or that a true condition proves a new crossover. Review the peak-to-trough holdings and retain event excerpts during their three-day retention period.

Read the actual condition operands at entry

At 2024-10-11T13:30:00.000Z, the recorded rule was: BTC-USD last price > 50 Day BTC-USD SMA and Position market value (BTC-USD) = Constant 0. Its overall result was true. Read the individual comparisons, then ask Aurora to explain how they led to the action.

The signal requested 95 percent of buying power at a submitted price of 61,420.7109. 1 captured Filled order shares this timestamp; Aurora receives those fields with the signal.

Follow the fractional quantity and its fee

The opening notional is 0.22279508898062086 BTC × $42640.08 = $9,500.00. At the declared 0.7% rate, its calculated fee rounds to $66.50, matching the recorded $66.50. The following sale fills together close 0.22279508898062086 BTC. All three displayed fees sum to $132.79.

The entry uses 95% of buying power, and fees are a separate cash flow. Read both exit fills rather than assuming the first sale closed every fractional unit. The full source retains the remaining orders and their timestamps.

Locate the worst observed decline

The largest decline between exported snapshots was 28.77%, from $14803.09 at 2024-03-13T20:00:00.000Z to $10544.26 at 2024-10-11T13:30:00.000Z. The reported maximum drawdown is 28.77%. Explore the trades and holdings around those dates.

Choose a trade or period

Start with the full curve. Choose an entry, exit or drawdown period, then follow the events around its timestamp. Each strategy page includes a captured signal, Filled orders and a downloadable full history.

Follow signals and fills

Pending, Accepted and Filled are stages of an order. Follow the Filled events when examining executed quantities. Compare entry and exit cash flows and the remaining holdings.

{
  "backtest_id": "<your completed backtest ID>",
  "start_date": "2024-01-01",
  "end_date": "2024-01-07",
  "event_types": [
    "BuySignal",
    "SellSignal",
    "Order"
  ],
  "include_condition_audit": true,
  "raw": true,
  "page_size": 50,
  "page": 1
}

Explore a drawdown

Inspect holdings, cash and sale events around the peak and trough. For accumulation, also inspect purchase dates and the capital still waiting in cash. Save event excerpts during the 3-day retention period.

Continue exploring