Overview
With Crypto Lab, you can download the historical data from cryptocurrencies exchanges and test your trading algorithm:
- Create your account here
- From free, choose the best plan for you
- Replay historical data and test your algorithm
- Use ours libraries to focus only on your trading algorithm
- Get help from our documentation
Have a look on our quick presentation
What is backtesting?
Overview
Backtesting is a key component of effective trading system development. It is accomplished by reconstructing, with historical data, trades that would have occurred in the past using rules defined by a given strategy. The result offers statistics to gauge the effectiveness of the strategy.
The underlying theory is that any strategy that worked well in the past is likely to work well in the future, and conversely, any strategy that performed poorly in the past is likely to perform poorly in the future.
Indicators
Backtesting can provide plenty of valuable statistical feedback about a given system. Some universal backtesting statistics include:
- Net profit or loss: Net percentage gained or lost
- Volatility measures: Maximum percentage upside and downside
- Averages: Percentage average gain and average loss, average bars held
- Exposure: Percentage of capital invested (or exposed to the market)
- Ratios: Wins-to-losses ratio
- Risk-adjusted return: Percentage return as a function of risk
Conclusion
Backtesting is one of the most important aspects of developing a trading system. If created and interpreted properly, it can help traders optimize and improve their strategies, find any technical or theoretical flaws, as well as gain confidence in their strategy before applying it to the real world markets.
Source: investopedia.com
Pricing
Free
0€/month
- All exchanges
- All markets
- All periods data
- Download limited quota (5 Mo)
- Documentation
First plan
5€/month
- All exchanges
- All markets
- All periods data
- Download limited quota (100 Mo)
- Documentation
Premium
30€/month
- All exchanges
- All markets
- All periods data
- Download limited quota (10 Go)
- Documentation
You can contribute!
OpenSource
Open Source software is software with source code that anyone can inspect, modify, and enhance. So, our code is Open Source, you can find it on GitHub.
Open Source licenses promote collaboration and sharing. Anyone can contribute and propose modifications to improve the projet. If you want contribute to Crypto Lab, have a look on our program on right side.
Then, why all plans are not free?
To record and stock all trades from exchanges in realtime, we have an important
infrastructure.
We need to generate money to propose and maintain the hosting (power, data volume and efficient
bandwidth).
You contribute, you win!
We have a program to allow everyone to contribute to the Crypto Lab project by two ways:
-
Fix a bug: if you find a bug in the project, you can propose a
correctif.
If we valide it, you win 2 months of premium plan! -
Add a connector: to record data, we are connected to the exchanges using there API.
This is a connector.
If you propose a new connector to the project and we valide it, you win 2 months of premium plan!
API and Libraries
API
Some informations aevc the REST API to start easly to backtest your algorithm:
Libraries:
- Python
- .NET C#(soon)
- PHP (soon)
Currently the API services:
- get list of exchanges
- get list of markets for each exchange
- get information about markets
- get DataFrame with recorded trades in realtime
Python
Also, we have in OpenSource a Python library to get the best of this API. Get started with the documentation
import cryptolab
# Init lib with api key
cl = cryptolab.CryptoLab('{YOUR_API_KEY}', on_error)
# Init the replayer with the parameters
cl.init_replayer(event, '{EXCHANGE}', '{MARKET}', '{START_DATE}', '{END_DATE}')
# On event - callback
def event(trade):
print(trade)
# add you algorithm here to backtest your strategy
# On event error
def on_error(message):
print(message) # quota reached, data not avaible, plan inactive, etc.
