ClawHub

Crypto Backtest

Crypto futures backtesting engine with built-in EMA, RSI, MACD, and Bollinger Band strategies. Fetches OHLCV data from any ccxt-supported exchange (Bybit, Binance, OKX, etc.), runs multi-strategy sweeps, calculates win rate / PnL / drawdown, and exports results to JSON. Use when backtesting trading strategies, comparing parameter combinations, evaluating crypto trading signals, or building a quantitative trading pipeline.

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Install

openclaw skills install crypto-backtest

Crypto Backtest Engine

Fast, scriptable backtesting for crypto futures strategies. Fetches data via ccxt, runs strategies, reports metrics.

Quick Start

pip install ccxt numpy
python scripts/backtest_engine.py --symbol ETH/USDT:USDT --strategy ema --fast 12 --slow 26

Features

  • Multi-exchange: Any ccxt-supported exchange (Bybit, Binance, OKX, Bitget...)
  • Built-in strategies: EMA crossover, RSI, MACD, Bollinger Bands
  • Parameter sweep: Test all combinations automatically
  • Risk simulation: Configurable leverage, position size, SL/TP, fees
  • JSON export: Machine-readable results for pipeline integration
  • Custom strategies: Simple plug-in interface

Usage

Single Strategy

python scripts/backtest_engine.py \
  --symbol SOL/USDT:USDT \
  --strategy rsi \
  --period 14 --oversold 30 --overbought 70 \
  --capital 1000 --leverage 5

Parameter Sweep

python scripts/sweep.py \
  --symbol ETH/USDT:USDT \
  --strategies ema,rsi,macd,bbands \
  --capital 1000 --leverage 5 \
  --output results.json

Custom Strategy

See references/custom_strategy.md for the plug-in interface.

Output Metrics

Each backtest reports:

  • Total trades, win rate, profit factor
  • Total PnL (absolute + percentage)
  • Max drawdown
  • Best/worst trade
  • Final balance

Files

  • scripts/backtest_engine.py — Core engine with EMA, RSI, MACD, Bollinger Bands
  • scripts/sweep.py — Multi-strategy parameter sweep runner
  • references/custom_strategy.md — Guide for adding custom strategies
  • references/strategy_notes.md — Notes on each built-in strategy's edge cases