Signal-Execution-Labs AI Backtest Accelerator
LuxAlgo-inspired AI platform that accelerates trading strategy development
Overview
Combines AI-powered strategy analysis with high-speed backtesting to rapidly iterate on trading ideas. Test hundreds of parameter combinations in minutes, with AI suggesting optimizations.
Features
Speed Optimization
- Parallel Execution: Test multiple param sets simultaneously
- GPU Acceleration: Optional CUDA support for complex calcs
- Incremental Updates: Only recalculate changed portions
- Cached Indicators: Pre-compute common indicators
AI-Powered Analysis
- Strategy Critique: AI reviews your strategy logic
- Parameter Suggestions: AI recommends optimal ranges
- Pattern Recognition: Find similar historical setups
- Risk Assessment: AI evaluates strategy risk profile
Multi-Factor Testing
- Walk-Forward: Rolling window validation
- Monte Carlo: Randomized trade ordering
- Stress Testing: Test against flash crashes, gaps
- Regime Analysis: Performance by market condition
Optimization Algorithms
- Grid Search: Exhaustive parameter sweep
- Genetic Algorithm: Evolutionary optimization
- Bayesian Optimization: Smart parameter exploration
- Random Forest: Feature importance for params
Usage
// Create accelerated backtest
const backtest = kit.backtest.accelerate({
strategy: 'momentum_cross',
symbol: 'BTCUSD',
timeframe: '1h',
period: { start: '2024-01-01', end: '2025-12-31' },
params: {
fastMA: { min: 5, max: 50, step: 5 },
slowMA: { min: 20, max: 200, step: 10 },
stopLoss: { min: 0.5, max: 3, step: 0.5 }
},
optimization: 'genetic',
aiCritique: true
});
// Run with progress callback
const results = await backtest.run((progress) => {
console.log(`${progress.tested}/${progress.total} combinations tested`);
});
// Get AI analysis
const analysis = await results.getAIAnalysis();
console.log(analysis.suggestions);
API Endpoints
| Method | Endpoint | Description |
|---|---|---|
| POST | /api/backtest/accelerate | Start accelerated backtest |
| GET | /api/backtest/:id/progress | Check progress |
| GET | /api/backtest/:id/results | Get results |
| POST | /api/backtest/:id/analyze | Get AI analysis |
| POST | /api/backtest/compare | Compare multiple strategies |
Performance Metrics
| Metric | Description |
|---|---|
| Sharpe Ratio | Risk-adjusted returns |
| Sortino Ratio | Downside risk-adjusted |
| Calmar Ratio | Return vs max drawdown |
| Profit Factor | Gross profit / gross loss |
| Win Rate | Percentage of winning trades |
| Max Drawdown | Largest peak-to-trough decline |
| Recovery Factor | Net profit / max drawdown |
| Expectancy | Average profit per trade |
Inspired By
LuxAlgo's AI backtesting platform that accelerates trading strategy development through intelligent optimization.