Crypto Backtester

A full-stack web application for backtesting cryptocurrency trading strategies with real-time visualization and performance metrics.

Features

• 🚀 Quick Start Presets: Pre-configured backtest scenarios for instant testing
• 📊 Real-time Visualization: Interactive equity curves and performance charts
• 📈 Multiple Strategies: Compare up to 3 strategies simultaneously
• 🎯 Comprehensive Metrics: Sharpe ratio, max drawdown, win rate, and more
• 💾 History Tracking: View and manage all your backtest runs
• ⚡ Async Execution: Non-blocking background processing for long-running backtests

Tech Stack

Backend

• FastAPI: Modern Python web framework
• SQLAlchemy: SQL toolkit and ORM
• SQLite: Lightweight database for development
• AsyncIO: Asynchronous background workers

Frontend

• React 18: UI library
• TypeScript: Type-safe JavaScript
• Vite: Fast build tool
• TailwindCSS: Utility-first CSS framework
• React Query: Data fetching and caching
• Recharts: Charting library
• React Router: Client-side routing

Project Structure

crypto/
├── backend/                 # FastAPI backend
│   ├── app/
│   │   ├── main.py         # FastAPI app entry
│   │   ├── api.py          # API endpoints
│   │   ├── database.py     # SQLAlchemy setup
│   │   ├── models.py       # Database models
│   │   ├── services/       # Business logic
│   │   └── workers/        # Background jobs
│   ├── requirements.txt
│   └── backtest.db         # SQLite database
│
├── frontend/               # React frontend
│   ├── src/
│   │   ├── lib/           # API client
│   │   ├── pages/         # Page components
│   │   ├── App.tsx        # Main app
│   │   └── main.tsx       # Entry point
│   └── package.json
│
└── [existing backtester modules]

Getting Started

Prerequisites

• Python 3.10+
• Node.js 18+
• npm or yarn

Backend Setup

1. Create virtual environment (if not already created):

   python -m venv venv
   venv\Scripts\activate  # Windows
   # or
   source venv/bin/activate  # Linux/Mac

2. Install dependencies:

   cd backend
   pip install -r requirements.txt

3. Initialize database:

   python init_db.py

4. Start backend server:

   python -m uvicorn app.main:app --host 127.0.0.1 --port 8003 --reload

   Backend will be available at: http://localhost:8003 API docs: http://localhost:8003/docs

Frontend Setup

1. Install dependencies:

   cd frontend
   npm install

2. Start development server:

   npm run dev

   Frontend will be available at: http://localhost:5173

Start/Stop Scripts (Ubuntu)

From the repo root:

./stop.sh
./start.sh

start.sh checks backend/.venv, runs backend/init_db.py, starts backend and frontend with systemd services (crypto-backend.service, crypto-frontend.service) when available, falls back to nohup (uvicorn/vite) when services are not present, and runs a quick health check on http://127.0.0.1:8000/api/health.

stop.sh stops those systemd services when available and falls back to stopping uvicorn/vite processes.

start.ps1 and stop.ps1 are kept only for legacy Windows workflows and are deprecated.

Usage

Running Presets

1. Navigate to the Playground tab
2. Choose from 3 pre-configured presets:
   • BTC Swing (2 years, 4h): Compare 3 strategies with stop/take
   • ETH Swing (2 years, 1d): Daily timeframe comparison
   • BTC Trend (1 year, 1d): Single SMA Cross strategy
3. Click "Run Backtest" to start execution
4. Monitor progress in the History tab
5. View results when status changes to "DONE"

Viewing Results

1. Go to History tab
2. Find completed backtests (green "DONE" status)
3. Click "View Results" to see:
   • Equity curve comparison chart
   • Performance metrics for each strategy
   • Total return, max drawdown, Sharpe ratio
   • Win rate and trade statistics

API Endpoints

Endpoint	Method	Description
/api/health	GET	Health check
/api/presets	GET	List preset configurations
/api/backtest/run	POST	Start single strategy backtest
/api/backtest/compare	POST	Start multi-strategy comparison
/api/backtest/status/{run_id}	GET	Get backtest status
/api/backtest/result/{run_id}	GET	Get backtest results
/api/backtest/runs	GET	List backtest history
/api/backtest/runs/{run_id}	DELETE	Delete backtest run

Development

Backend Development

cd backend
python -m uvicorn app.main:app --reload

Frontend Development

cd frontend
npm run dev

CI / E2E

./backend/.venv/bin/python -m pytest -q backend/tests/integration
npm --prefix frontend run test:e2e

Branch protection checklist for main: docs/branch-protection.md

Building for Production

cd frontend
npm run build

Configuration

Backend (.env)

# Not needed for SQLite, but can be configured for Postgres
# SUPABASE_DB_URL=postgresql://user:pass@host:5432/db

Frontend (.env)

VITE_API_URL=http://localhost:8003/api

Troubleshooting

Backend Issues

Port already in use:

# Use a different port
python -m uvicorn app.main:app --port 8004

Database locked:

# Delete and recreate database
rm backtest.db
python init_db.py

Frontend Issues

Module not found:

# Reinstall dependencies
rm -rf node_modules package-lock.json
npm install

CORS errors:

• Ensure backend is running on port 8003
• Check VITE_API_URL in frontend/.env

Future Enhancements

• Custom backtest form with parameter inputs
• Trade-by-trade analysis table
• Candlestick chart with trade markers
• Portfolio optimization
• Walk-forward analysis
• Export results to PDF/CSV
• User authentication
• Cloud deployment (Supabase/Vercel)

License

MIT

Author

Alan Silva