High-performance grid search backtesting engine for algorithmic trading strategies on crypto markets.
Documentation DownloadRuns 20x to 200x faster than typical Python-based workflows on modern CPUs.
With an equivalent setup, you get the same results as on TradingView.
Export an exact grid combination to Pine Script and view it directly in TradingView.
Explores the full parameter space you define, without heuristics.
Define strategies with blocks, parameters, and expressions in a readable TOML format.
Backtest spot markets, linear USDT-M futures, and inverse coin-M futures with market, limit, stop, and stop-limit orders.
Rank results with your own optimization formula, not just net profit.
A single strategy can automatically expand into multiple execution grids across symbols and timeframes.
Work across Binance, KuCoin, Bitget, Bybit, and OKX.
Mix symbols, timeframes, and derived series in a single strategy.
Same data, same strategy, same settings: same rankings and the same results.
Inspect results in the terminal, write them to log files, or integrate them into scripts and pipelines through JSON and SQLite.