Backtesting API

Full reference for the Backtesting API — endpoints, request schema, response schema, metrics, and error codes.

Overview

The Backtesting API exposes two endpoints. You submit a strategy execution request and then poll for the result using the returned backtest ID.

Base URL: https://backtest.emidlabs.com/api/public/v1

ℹ

All requests require the x-api-key header with a valid API key. Keys are generated in the Console.

#POST /backtest — Submit

POST/backtest

Submit a new backtest for execution.

The body must be application/json. The strategy is embedded as a nested JSON object inside strategySnapshotJson.

Request body

Field	Type	Required	Description
strategySnapshotJson	object	Yes	Strategy object with configuration, inputs, conditions, score, decision, and (optional) riskManagement.
assetPair	string	Yes	Trading pair. E.g. "BTC-USDC", "ETH-USDC".
initialDate	string	Yes	Start date in ISO format: YYYY-MM-DD.
finalDate	string	Yes	End date in ISO format: YYYY-MM-DD.

Supported asset pairs

For now, only crypto markets are supported, sourced from Coinbase and quoted in USDC. Examples:

BTC-USDCETH-USDCSOL-USDCXRP-USDCADA-USDC

See the Data Reference page for the full list of supported pairs and the assets available in the Console. Date ranges must fall within the available historical data for the selected asset.

Submit response

Field	Type	Description
id	string (UUID)	Unique identifier for the backtest.
status	string	"Running" immediately after submission.
assetPair	string	The asset pair used.
initialDate	string	Start date of the backtest period.
finalDate	string	End date of the backtest period.
createdAtUtc	string	Timestamp of creation in UTC.
canViewResult	boolean	Whether the result is accessible (depends on credits).

#GET /backtest/:id — Fetch Results

GET/backtest/{id}

Fetch the status and results of a submitted backtest.

Query parameters

Parameter	Type	Default	Description
includeTrades	boolean	false	When true, includes the full tradesDetail array in result.

💡

Omit includeTrades or set it to false when you only need aggregate metrics. The trade list can be large for long date ranges, so only request it when you need per-trade analysis.

Response fields

Field	Type	Description
id	string	UUID of the backtest.
status	string	"Running", "Completed", or "Failed".
strategySnapshotJson	string	The strategy used, serialized.
assetPair	string	Asset pair.
initialDate / finalDate	string	Date range.
createdAtUtc	string	Creation timestamp (UTC).
errorMessage	string \| null	Error details if status is "Failed".
canViewResult	boolean	Whether the result is accessible.
logsJson	string \| null	Execution logs serialized as JSON string.
result	object \| null	Full performance metrics when Completed.

#Metrics Reference

When status is Completed, the result object contains:

Profitability metrics

Field	Type	Description
pnlR	number	Net profit/loss in R-units. Sum of all trade PnLs.
grossProfitR	number	Sum of all winning trades in R-units.
grossLossR	number	Sum of all losing trades in R-units (negative).
profitFactor	number	grossProfitR / abs(grossLossR). >1 is profitable.
expectancyR	number	Average expected R per trade. (winRate × avgWinR) + (lossRate × avgLossR).
avgWinR	number	Average R on winning trades.
avgLossR	number	Average R on losing trades (-1.0 by default; varies if the strategy overrides riskManagement.stopLoss).

Trade statistics

Field	Type	Description
trades	number	Total number of trades executed.
wins	number	Number of winning trades.
losses	number	Number of losing trades.
winRate	number	wins / trades. Range: 0–1.
bothHit	number	Trades where both SL and TP were hit in the same candle (resolved as SL).

Diagnostics

Field	Type	Description
conditionsDistributionPct	object	For each condition: fraction of candles where it was true.
scoreDistributionPct	object	For each possible score value: fraction of candles with that score.

💡

The conditionsDistributionPct and scoreDistributionPct fields are key for strategy quality analysis. A condition that is almost always true adds no discriminating power. Use these to diagnose and refine your strategy structure.

Trade detail fields (with includeTrades=true)

Field	Type	Description
number	number	Sequential trade number.
entryPrice	number	Price at which the trade was entered.
exitPrice	number	Price at which the trade was closed.
pnlR	number	+3.0 for a win, -1.0 for a loss with the default riskManagement; other values if the strategy configures its own stopLoss/takeProfit.
pnlPct	number	Percentage gain/loss on the trade.
totalScoreAtEntry	number	Total score that triggered the entry.
conditionsAtEntry	object	Which conditions were true at entry.
scoreBreakdownAtEntry	object	Score contributed by each condition at entry.

#Error Codes

Status	Code	Description
400	invalid_payload	The request body is malformed or missing required fields.
400	invalid_strategy	The strategySnapshotJson is invalid or references undefined variables.
400	invalid_date_range	The date range is outside available historical data for the asset.
400	unsupported_asset	The assetPair is not supported.
401	unauthorized	Missing or invalid API key.
402	insufficient_credits	Not enough credits to execute this backtest.
429	rate_limited	Too many requests. Back off and retry.
500	execution_failed	Server-side execution error. Check errorMessage field.

When an error occurs at the execution level (after submission), the backtest status is set to Failed and the errorMessage field contains a description of what went wrong.