RUN BACKTESTING alphinity-backtest @ ac358d8 · 2026-10-16
Strategy Grid — trade-cached backtesting
Catalog
Risk management
Per-trade sizing on every book that enables Sizing: add when it runs fast, close early when it doesn't, daily/weekly breakers and a unit cap. Decide on the close of t, fill on the close of t+1 — no lookahead. The cost per BTC is the run's transaction cost. The breakers watch each book's account: its capital (set in its panel) plus its PL at the contract's scale, from the first minute.
Selection
Config (JSON): copy, download or paste the base parameters, or reproduce a combo
Everything set above (dates, globals, risk management and strategies) as JSON, the notebook's RUN schema. Copy it from the block or download it; paste one in the box and load it to fill the widgets. Base only: mixes and stress are not included. Below, the combo of a btc_backtest_trades row: loads that strategy with everything that determines its rows, and Run grid reproduces it.
🐒Results
Executed config
Trade funnel — of the initial moves: refused by breakers/cap, opened, and what became of the opened ones (added, unchanged, closed early, break flattened)
Margin peaks — when each book's maintenance margin peaks, and its minimum excess liquidity (the cushion over a margin call)
Combined strategies
Stacks the RAW trades of several books into a new one. With Sizing, the stack is governed as one book under the risk management above: the unit cap and the breakers apply to the portfolio, not to each book. Nothing else is simulated: positions add up, so exposure and required margin grow.
Stress test
Daily returns of any book already evaluated (run or mixes), no simulation, against pure buy and hold (no margin, no sell). Top: the backtest with each book's best x% of days flattened, against the original and BTC — a table at 365 periods and a daily curve. Bottom: the same returns with the days sorted by BTC's daily return, worst to best: bear market (red) and bull market (green) bands at the ends and cuts at the quartiles. The leading zero row anchors the curve so the worst day is kept.
Downloads
Trades by strategy
A strategy's book exactly as it uploads to btc_backtest_trades, at 1 BTC. Raw: its trades and its signals without a trade (row = trade / no trade: schedule, no bar, no ATR or cooldown), which upload with no trade, their side in signal and the cause in exit_reason. + Sizing: the base and added legs (parent_utc_close ties each leg to its trade), the raw book's signals without a trade and the governor's vetoes (row = vetoed, with its note), which upload the same way, with no trade; the log shows every open, add, early close, veto and breaker. combo carries, as JSON, everything that determines the rows; uploading a combo replaces its rows over the span it covers, and the same run from the notebook or the CLI lands on the same combo.