【Quant Trading Tool】One-Click Batch Backtesting for Freqtrade Strategies – Find Your Optimal Strategy Effortlessly
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This article is brought to you by https://itrade.icu Quant Trading Lab.
📊 Key Features
In the world of cryptocurrency quantitative trading, strategy performance determines profitability. Single-strategy backtesting is often time-consuming and inefficient. That’s why I developed the Batch Backtesting Freqtrade Source Code, allowing you to easily perform multi-period, multi-strategy backtests to quickly identify the strategies best suited to the market environment.
🔹 Batch Backtesting Across Multiple Periods
- Supports monthly, quarterly, semi-annual, and annual backtesting
- Simultaneously test multiple strategies and compare performance
- Instant summary of backtest results for easy analysis
No more wasting time modifying parameters or running single backtests — efficiency is multiplied.
🔹 Fully Customizable config.json and Strategies
- Users can input their own config.json
- Supports any Freqtrade strategy file (.py)
- Flexible configuration for trading parameters, stop-loss/take-profit, position sizing, and more
Test any market condition, coin, or strategy effortlessly — true quantitative freedom at your fingertips.
🔹 Visualized Data for Easy Comparison
- Automatically generates backtest reports with profit curves and equity curves
- Key metrics at a glance: return rate, maximum drawdown, win rate, Sharpe ratio, etc.
- Exportable CSV files for further analysis and strategy optimization
🔹 Why Choose This Batch Backtesting Source Code?
- High Efficiency: Batch backtesting with multiple strategies and periods in one go
- High Flexibility: Fully customizable strategies and config.json
- Clear Visualization: Comprehensive, easy-to-read reports
- Quantitative Power Tool: Quickly identify the most suitable trading strategies
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