API Documentation
For flexible, fast, low cost queries
Data done for you
This GET method entails extracting data for analysis on your behalf. Note this carries a higher credits requirement. It is recommended to send in your own price data using POST endpoints if possible to increase the number of requests that can be made and at faster speeds.
This endpoint is designed to provide you with key backtest metrics.
Hint: If you call the endpoint a ‘with_history’ marked as true, then you will receive spread statistics in addition to cointegration calculations and historical returns too.
This is a very useful endpoint, if you are planning on getting as much information for a pair as possible in one shot.
curl -X GET "https://api.cryptowizards.net/v1beta/backtest\
?symbol_1=BTCUSDT\
&symbol_2=ETHUSDT\
&exchange=BinanceUs\
&interval=Daily\
&period=365\
&strategy=ZScoreRoll\
&spread_type=Static\
&roll_w=42\
&with_history=false\
&entry_level=1.5\
&exit_level=0.0\
&x_weighting=0.5\
&slippage_rate=0.0005\
&commission_rate=0.0005\
&stop_loss_rate=0.10"\
-H "Content-Type: application/json" \
-H "X-api-key: REPLACE_WITH_YOUR_API_KEY"{
"data": {
"strat_returns": {
"annual_return": 0.38046404302965087,
"mean_period_return": 0.0009031393647029252,
"total_return": 0.045156968235146255
},
"max_drawdown": -0.020151803905214108,
"sharpe_ratio": 3.3335841328367573,
"sortino_ratio": 7.180593408757123,
"cvar": -0.010565051725682562,
"var": -0.010565051725682562,
"win_rate": 1.0
},
"history": null
}
{
"data": {
"strat_returns": {
"annual_return": 0.3816672731266737,
"mean_period_return": 0.0009056342406730877,
"total_return": 0.04528171203365439
},
"max_drawdown": -0.02003485497825187,
"sharpe_ratio": 3.346531891840665,
"sortino_ratio": 7.2383483785931775,
"cvar": -0.010565051725682562,
"var": -0.010565051725682562,
"win_rate": 1.0
},
"history": {
"coint_eg": {
"p_value": 0.29710578989962677,
"t_stat": -2.56322368880048,
"cv": -3.5022753919999996,
"is_coint": false,
"inc_trend": true
},
"spread_stats": {
"spread": [
-0.1996769652098902,
-0.1905905187801219,
...
],
"zscore": [
0.7823911425969057,
-1.913415314926282,
...
],
"zscore_roll": [
0.0,
...,
-0.8353926481570673
],
"hedge_ratio": 0.6296069572572536,
"half_life": 6.17975243617321,
"hurst": 0.7726252452662,
"sigma0crossings": 7,
"sigma2crossings": 2,
"log_used": false,
"last_zscore": {
"zscore": -1.0062431839275412,
"zscore_roll": -0.8353926481570673
}
},
"bt_returns": [
1.0537806068438267,
1.0452817120336544,
...
]
}
}