Documentation

Benchmarks

Performance tests, throughput measurements, and the methodology behind them.

Overview

The infrastructure is built for quantitative research workloads — not one-off backtests. The benchmark data below reflects real execution performance on production infrastructure. All results are reproducible.

Execution time is measured from the moment the API receives the request to the moment the result is available — including data retrieval, strategy parsing, full candle evaluation, and metrics computation.

Reference Benchmark

The primary benchmark is BTC/USDC over 5 years at 15M timeframe. This represents approximately 119,000 candles — a meaningful workload for evaluating infrastructure performance.

~260ms
Execution time
BTC/USDC · 5 years · 15M
~119,000
Candles processed
5 years at 15M resolution
1,000+
Concurrent executions
Horizontal scaling
7
Timeframes
5M to 1D

Execution Time by Timeframe

All measurements use BTC/USDC over a 5-year period. Shorter timeframes have more candles and therefore take longer.

TimeframeCandles (5y)Approx. execution time
1D~1,243~5ms
4H~7,449~34ms
2H~14,896~51ms
1H~29,789~67ms
30M~59,573~104ms
15M~119,137~262ms
5M~357,396~1.3s

Times are approximate and may vary based on strategy complexity (number of indicators, lookback periods) and current infrastructure load.

#Methodology

What is measured

  • Total wall-clock time from API request receipt to result availability.
  • Data is pre-loaded and cached on the infrastructure. Cold-start times are not included.
  • Measurements exclude network latency between client and API server.
  • Strategy uses configuration.maxOpenPositions: 1 — a single open position at a time. Without a cap, positions can pile up on fine-grained timeframes (many more candles for a fixed % stop-loss to resolve), which dominates runtime independently of caching — capping it reflects typical usage.
  • Each row is a single execution of the same strategy, with a warm data cache.

Test strategy used

Benchmarks use a standard strategy: EMA 9/21 crossover + RSI confirmation + volume spike, on 1H timeframe. This is a representative strategy with medium computational complexity (3 indicators, 3 conditions).

Reproducibility

All benchmark results are reproducible. Given the same strategy, asset pair, and date range, the execution time will be within the published ranges. You can verify this by running your own benchmarks via the API and comparing against the published numbers.

Throughput & Concurrency

The infrastructure supports concurrent execution. Multiple backtests can run simultaneously without blocking each other. This is designed for:

  • Parameter optimization loops (running 100 variations of the same strategy in parallel).
  • AI agent workflows that generate and test multiple hypotheses simultaneously.
  • Multi-asset testing (running the same strategy on BTC, ETH, and SOL in parallel).
  • Multi-timeframe testing (running the same strategy across 15M, 1H, and 4H simultaneously).
💡
For iterative research, consider batching submissions: submit all variations first, then poll all results, rather than waiting for each one before submitting the next. This maximizes infrastructure throughput.