io.github.Schoasch/backtesting-arena

Aggregated backtest performance for ONE specific (strategy, asset, interval) combination. Returns run_count, avg_cagr, avg_win_rate, avg_drawdown, effective_years, and vs_buy_hold comparison (beats_buy_hold, cagr_delta). For multi-strategy overview use arena_get_strategy_insights. Use this to answer 'How does strategy X perform on asset Y?'. [Free tier]

Historical backtest performance for ONE (strategy, asset, interval) combination SPLIT BY macro market regime (sweet_spot / late_cycle_warning / crisis / recovery — classified at each trade's entry date), PLUS a recommendation for the CURRENT live regime. Answers the killer question 'Should I trade this strategy NOW?'. Each regime bucket returns trades, win_rate, avg_pnl_pct, reward_risk_ratio (per-trade mean/stddev, NOT annualized Sharpe), share_of_time_pct and a rating. [Free tier]

Returns one pair universe in full: its id, label, selection rule and the complete list of pairs it currently contains. Use it to see what you are about to test BEFORE handing a universe_id to arena_run_universe_backtest, or to resolve a universe into explicit pairs. For the list of available universes call arena_list_universes. Universes reflect the CURRENT membership — they are not point-in-time, so a backtest over them carries survivorship bias for the earlier years. [Free tier]

Daily Bitcoin volatility time series: realized volatility (30d & 90d, √252-annualized, close-to-close) and ATR% (Wilder EMA-14, captures intraday range + gaps), on the same scale. Ranks come in two flavours and they answer different questions — `rvRank`/`atrPctAnnRank` expand from the start of history and are look-ahead-free, but BTC volatility has fallen structurally, so a filter like "rank below 10" mostly picks up that decline rather than a regime; `rvRankRolling`/`atrPctAnnRankRolling` rank against a trailing 2-year window and are the ones to use for cross-epoch regime comparisons. History reaches back to 2009 via a stitched pre-Binance close series; ATR is null before the Binance era because no daily high/low exists that far back (see meta.coverage). Use `from`/`to` for a specific window instead of pulling everything and discarding it, and `granularity`/`fields` to keep long ranges affordable. Agents fetching long ranges should pass `schema_version: "2026-08"` today — it rounds floats and cuts the payload by 30–36 % depending on window length (measured 2026-07-31 on the live series: 36.1 % over 30 days, 35.8 % over 365, 29.8 % over the full 5,508 rows — the saving falls on long ranges because the pre-Binance years carry null ATR, and nulls do not round). It is opt-in until the default flips 2026-11-01. Descriptive — no forecast, no signal. Free tier: last 365 days. Related: arena_get_volatility_phases (current phase per pair), arena_get_iv_snapshot (implied vs. this realized), arena_get_cycle (regime context). [Free tier]

Breaks realized strategy performance down by VOLATILITY PHASE (low / normal / high) per asset and timeframe, so you can see whether an edge only exists in one volatility regime. Answers "when does this work", not "does this work" — for the overall verdict use arena_get_strategy_insights, for the macro-regime cut arena_get_strategy_performance_by_regime, and for the raw volatility time series arena_get_volatility_history. Cells below min_trades are suppressed rather than shown as noise. [API Pro tier]

Current ATR-based volatility phase (low/normal/high/expansion) per tracked pair, updated daily at 08:00 UTC. This is a single current state — for the time series behind it use arena_get_volatility_history, and for what the phase implies for strategy choice use arena_get_volatility_recommendations. Filter with `pair` when you only care about one asset instead of pulling all of them. [Free tier]

Top-3 strategies ranked by historical win-rate for the current volatility phase of a given pair. Phase comes from the latest snapshot (arena_get_volatility_phases); minimum 20 trades per phase required for inclusion. Answers "which strategies did well in a phase like the current one?" — a historical ranking, not advice. Related: arena_get_volatility_phases (the phase itself), arena_get_edge_reports (filter effects with verdicts), validate_strategy (evidence check on a concrete configuration). [API Pro tier]

Public leaderboard: the highest-CAGR backtest results across all users, with anonymized usernames, pair, strategy, interval and period. Answers "what has scored best on this platform so far". Read it as a selected extreme, not as a recommendation — a top-of-leaderboard entry is the winner of a large search and its edge is upward-biased; arena_get_robustness_field or validate_strategy tell you whether a given result holds up. For the user's own runs use arena_list_backtests. [Free tier]

Lists the backtest runs belonging to the authenticated user — newest first, with id, strategy, pair, interval, date range and headline metrics per run. Use it to find a run_id, then call arena_get_backtest for its detail or arena_get_backtest_trades for the individual trades. Only your OWN runs; for the public cross-user leaderboard use arena_get_winners. Paginated via limit + offset. [API Pro tier]

Discover what Knowledge Objects exist: lists all published types + their subjects (with min_tier, api_path, seo_slug, latest as_of). Use this BEFORE arena_get_knowledge to learn valid type/subject pairs instead of guessing. New types appear automatically. [Free tier]

Lists all available Bitcoin Research Kit (BRK) on-chain series (21 metrics like MVRV, NUPL, SOPR, Realized-Price, Mayer, Puell, STH/LTH SOPR, Hash-Ribbons). Returns id + label + group. Use the id with arena_get_onchain_latest / _history. [Free tier]

Lists all backtest strategies (key, label, plan, supported asset classes, primary indicators). Filterable by asset class and plan. Use this before calling arena_run_backtest to discover valid strategy names. [Free tier]

Returns every ACTIVE subscription belonging to the current API key: id, type, trigger configuration, delivery method and expiry. Use it to see what is already running before creating a duplicate, and to get the subscription_id that arena_cancel_subscription needs. Does not return fired updates — that is arena_check_subscription_updates. [API Pro tier]

Lists all crypto asset universes (BTC, top-10 crypto, top-50 crypto, etc.) — the underlying pair-sets used by custom-report and universe-backtest endpoints. [Free tier]

Get a pricing quote for a custom report (universe-backtest PDF + Excel) without committing to a purchase. Returns price, universe size + preview, excluded pairs, and filter config. Crypto universes use top-N tiers (top-10 … top-250) or a custom pair list. [API Pro tier]

Run ONE strategy on ONE pair over a date range and get the full result: CAGR, total return, max drawdown, win-rate, trade count, Buy & Hold comparison, net-of-fees figures, and a run_id for later retrieval. Synchronous, typically 3–10s. Use this when the user wants a concrete result for a specific setup. For several strategies side by side use arena_compare_strategies; for many pairs at once use arena_run_universe_backtest; to judge whether an EXISTING result is trustworthy rather than produce a new one, use validate_strategy or arena_get_robustness_field. Filters are optional and only remove entries; run once without them for the baseline. A backtest is evidence about the past, never a forecast or a recommendation. Per-day quota: Pro=50, Power=500. [API Pro tier]

Simulate a GRID BOT (buy-low / sell-high ladder inside a fixed price range) on historical candles. Returns final value, return %, CAGR, trade count, fees paid and a Buy & Hold comparison. This is a different machine from the strategy backtester: grid bots earn from oscillation inside a range, not from trend — for signal-based strategies use arena_run_backtest instead. The result depends heavily on the range you choose (low_price / high_price); a range the price left early makes the bot idle, so treat range choice as part of the hypothesis, not a detail. Free tier limited to BTCUSDT/ETHUSDT. Per-day quota: Free=5, Pro=50, Power=500. [Free / Pro / Power tier]

Backtests one strategy across a whole pair universe. Pair cap depends on your API tier: Pro 50, Power 250 — Power therefore covers crypto-top-250 in ONE job instead of five, which matters because five jobs mean five separate result sets you have to merge by hand, and merging across different pair sets is exactly how a ranking ends up measuring pair selection instead of strategy quality. THIS CALL IS ASYNCHRONOUS AND RETURNS NOTHING BUT A job_id: the result is NOT in this response. You MUST poll arena_get_job_status until status is 'completed'. Budget the wait — background runtime is roughly 1.5 s per pair, so 50 pairs ≈ 1–2 min and a 250-pair job ≈ 6 min; estimated_seconds in the create-response gives the current estimate. Provide either universe_id (call arena_list_universes) OR explicit pairs[]. Benchmarks bnh_fixed and dca_reference are accepted here — run one of them over the SAME universe and interval before reading any result, because an excess over buy-and-hold is not a statement without the buy-and-hold value itself: measured on 41 common pairs, bnh_fixed sits at +0.2 % while the naive figure suggested −22 %, and a strategy 'beating' a −54 % benchmark means 'do not own this asset', not 'this strategy is good'. NOTE ON PERSISTENCE: universe results live ONLY in the job response (api_jobs.result). They are deliberately not written to backtest_runs, so they carry no filter_binding and no coin-denominated history, and you will not find them later via arena_list_backtests — copy what you need out of the job result. Per-day quota: Pro=5, Power=50. [API Pro tier]

Fires when the Bullmarket-Ampel active stage count (0–5) changes. Optional direction filter (up/down/any) plus specific stages of interest. For the current stage count without subscribing, call arena_get_bullmarket_ampel. Creates a standing subscription; it does not return a value now — collect fired updates with arena_check_subscription_updates (polling) or receive them by webhook, and end it with arena_cancel_subscription. For the CURRENT value instead of a change notification, call the matching read tool. [API Pro tier and up — max 3 active subscriptions for Pro, 20 for Power]

Fires when the BTC-Cycle band changes (capitulation → risk-off → neutral → constructive → euphoric). Optional bands filter restricts to specific target bands. For the current band without subscribing, call arena_get_cycle. Creates a standing subscription; it does not return a value now — collect fired updates with arena_check_subscription_updates (polling) or receive them by webhook, and end it with arena_cancel_subscription. For the CURRENT value instead of a change notification, call the matching read tool. [API Pro tier and up — max 3 active subscriptions for Pro, 20 for Power]

Fires when the daily 0–100 Arena-Pulse score crosses threshold_above (upward) or threshold_below (downward). At least one threshold is required. For the current score without subscribing, call arena_get_pulse. Creates a standing subscription; it does not return a value now — collect fired updates with arena_check_subscription_updates (polling) or receive them by webhook, and end it with arena_cancel_subscription. For the CURRENT value instead of a change notification, call the matching read tool. [API Pro tier and up — max 3 active subscriptions for Pro, 20 for Power]

Fires when an existing Ampel-Config's signal flips (BUY ↔ SELL). Prerequisite: the user must have created that ampel-config in the web UI (`/dashboard/ampel`) — pass its UUID here; this tool cannot create one. Optional signal_types filter narrows to BUY-only or SELL-only. For the current signal state without subscribing, call arena_get_signal_status. Creates a standing subscription; it does not return a value now — collect fired updates with arena_check_subscription_updates (polling) or receive them by webhook, and end it with arena_cancel_subscription. For the CURRENT value instead of a change notification, call the matching read tool. [API Pro tier and up — max 3 active subscriptions for Pro, 20 for Power]

Check for additional tools whenever your task might benefit from specialized capabilities - even if existing tools could work as a fallback.

Backtest a trading strategy honestly — look-ahead-aware validation with Deflated-Sharpe-Ratio / multiple-testing correction (Bailey & López de Prado). Returns an EVIDENCE verdict (insufficient_evidence | anecdote | failed_oos | passed_oos) plus metrics, flags and caveats — NOT a buy/sell recommendation. Call this before acting on a strategy or signal list. Accepts a named catalog strategy (type=rules), a timestamped BUY/SELL signal list (signal_list), or a timestamped trade list (trade_list). Checks: realistic next-bar fills (look-ahead/optimism), net of cost, out-of-sample split, and a hard 30-round-trip sample gate (under 30 is always "anecdote"). Not reproducible via generic backtest tools that ignore overfitting. [API Pro tier]