Backtest API Reference

// 202 Accepted
{
  "message": "Backtest task created successfully",
  "task_id": "a3f8c1d2-7b4e-4f6a-9c8d-1e2f3a4b5c6d"
}

// StrategyParams schema
type StrategyParams = {
  symbol:      string  // required — trading ticker
  name:        string  // strategy label
  direction:   string  // "Long" | "Short" (default: "Long")
  frequency:   string  // "Daily" | "Hourly" | "Weekly" | "Monthly"
  capital:     number  // initial capital (default: 100000)
  trade_price: number  // 0=Next Open, 1=Next Close, 2=Current Close (default: 2)
  risk_control: string  // "{stopLoss}/{takeProfit}/{maxDays}" (default: "//21")
  entry:       RuleBlock  // entry rule definition
  exit:        RuleBlock  // exit rule definition
}

import requests

resp = requests.post(
    "https://st-tools.sentimentrader.com/backtest/start_backtest",
    auth=("[email protected]", "password"),
    json=params
)

// Authentication headers
Header          Value
Authorization   Basic base64(email:password)
Content-Type    application/json

// SingleCondition example
{
  "rule_type": "SingleCondition",
  "delay_bars": 0,
  "condition": {
    "signal": {
      "type": "Sentiment",
      "name": "Short Term Combined Model",
      "params": {"extreme_optimism":"10","extreme_pessimism":"-10"}
    },
    "rule": {
      "comparison_type": "SV",
      "type_name": "<",
      "comparison_value": "-10"
    }
  }
}

// RuleBlock schema
type RuleBlock = {
  rule_type:  string  // "SingleCondition" | "Scoring" | "TimeOrder" | "RiskControlOnly"
  delay_bars: number  // wait N bars after condition (default: 0)
  condition:  {
    signal:    Signal      // { type, name, params? }
    rule:      Rule        // { comparison_type, type_name, comparison_value }
    qualifier: Qualifier?  // optional secondary filter
  }
}

// SUCCESS — backtest finished, result contains metrics and trade dates
{
  "status": "SUCCESS",
  "result": {
    "Symbol": "SPY",
    "Frequency": "Daily",
    "Total Trades": 44,
    "Total Positive": 40,
    "Total Negative": 4,
    "Win Rate": 90.91,
    "Average Win %": 3.72,
    "Average Loss %": -8.99,
    "Each Return": [11.72, 3.56, /* ...per trade */],
    "Total Return (%)": 184.85,
    "BuyHoldGain": 1578.54,
    "CAGR": 3.19,
    "Sharpe Ratio": 0.25,
    "Max Drawdown": 55.09,
    "DrawDown Period": 5123,
    "Time in Market": 32.15,
    "EntryDate": ["1997-07-18", /* ... */],
    "ExitDate": ["1998-02-13", /* ... */],
    "Last Entry Date": "2026-03-06",
    "Last Exit Date": "2026-05-15",
    "BT End Date": "2026-06-05"
  },
  "params": { "symbol": "SPY", "...": "..." },
  "username": "[email protected]",
  "created_at": "2026-06-08T12:00:00"
}

// SingleCondition — Sentiment < -10 entry, > 13.5 exit
// Minimal: only symbol + entry + exit required; all other params auto-filled
{
  "symbol": "SPY",
  "name": "Short Term Combined Model Strategy",
  "benchmark": "SPX",
  "direction": "Long",
  "frequency": "Daily",
  "capital": 100000,
  "capital_alloc": "1.000000",
  "trade_price": 2,
  "risk_control": "//21",
  "entry": {
    "rule_type": "SingleCondition",
    "delay_bars": 0,
    "condition": {
      "signal": {
        "type": "Sentiment",
        "name": "Short Term Combined Model",
        "params": {"extreme_optimism":"10","extreme_pessimism":"-10"}
      },
      "rule": {
        "comparison_type": "SV",
        "type_name": "<",
        "comparison_value": "-10"
      }
    }
  },
  "exit": {
    "rule_type": "SingleCondition",
    "delay_bars": 0,
    "condition": {
      "signal": {
        "type": "Sentiment",
        "name": "Short Term Combined Model",
        "params": {"extreme_optimism":"10","extreme_pessimism":"-10"}
      },
      "rule": {
        "comparison_type": "SV",
        "type_name": ">",
        "comparison_value": "13.5"
      }
    }
  }
}

// SingleCondition with Range Rank qualifier — delay 1 bar
{
  "symbol": "SPY",
  "name": "Smart Money Confidence Spread Strategy",
  "benchmark": "SPX",
  "direction": "Long",
  "frequency": "Daily",
  "capital": 100000,
  "capital_alloc": "1.000000",
  "trade_price": 2,
  "risk_control": "//21",
  "entry": {
    "rule_type": "SingleCondition",
    "delay_bars": 1,
    "condition": {
      "signal": {
        "type": "Sentiment",
        "name": "Smart Money / Dumb Money Confidence Spread"
      },
      "rule": {
        "comparison_type": "SV",
        "type_name": "=",
        "comparison_value": "100",
        "qualifier": {
          "comparison_operator": "Range Rank",
          "calculation_period": "21",
          "ma_type": "S"
        }
      }
    }
  },
  "exit": {
    "rule_type": "SingleCondition",
    "delay_bars": 0,
    "condition": {
      "signal": {
        "type": "Sentiment",
        "name": "Smart Money / Dumb Money Confidence Spread"
      },
      "rule": {
        "comparison_type": "SV",
        "type_name": ">=",
        "comparison_value": "-100"
      }
    }
  }
}

// TimeOrder — Multi-step entry with 21-bar forced exit
{
  "symbol": "SPY",
  "name": "Small Cap Relative Ratio Strategy",
  "benchmark": "SPX",
  "direction": "Long",
  "frequency": "Daily",
  "capital": 100000,
  "capital_alloc": "1.000000",
  "trade_price": 2,
  "risk_control": "//21",
  "entry": {
    "rule_type": "TimeOrder",
    "signals_in_market": 100000,
    "steps": [
      {
        "signal": { "name": "Small Cap / S&P 500 Relative Ratio Rank" },
        "rule": { "comparison_type":"SV", "type_name":"CrossAbove", "comparison_value":"95" }
      },
      {
        "signal": { "name": "Small Cap / S&P 500 Relative Ratio Rank" },
        "rule": { "comparison_type":"SV", "type_name":"CrossBelow", "comparison_value":"15" }
      }
    ]
  },
  "exit": {
    "rule_type": "RiskControlOnly"
  }
}

// Scoring — 2 of 3 voters must be true to trigger entry
{
  "symbol": "SPY",
  "name": "Multi-Signal Voting Strategy",
  "benchmark": "SPX",
  "direction": "Long",
  "frequency": "Daily",
  "capital": 100000,
  "capital_alloc": "1.000000",
  "trade_price": 2,
  "risk_control": "//21",
  "entry": {
    "rule_type": "Scoring",
    "score_threshold": 2,
    "voters": [
      {
        "signal": { "type": "Sentiment", "name": "Short Term Combined Model", "params": {"extreme_optimism":"10","extreme_pessimism":"-10"} },
        "rule": { "comparison_type": "SV", "type_name": "<", "comparison_value": "-10" }
      },
      {
        "signal": { "type": "Sentiment", "name": "Smart Money / Dumb Money Confidence Spread" },
        "rule": { "comparison_type": "SV", "type_name": "<", "comparison_value": "-30" }
      },
      {
        "signal": { "type": "Sentiment", "name": "Small Cap / S&P 500 Relative Ratio Rank" },
        "rule": { "comparison_type": "SV", "type_name": ">", "comparison_value": "80" }
      }
    ]
  },
  "exit": {
    "rule_type": "RiskControlOnly"
  }
}
// score_threshold=2: at least 2 of the 3 voters must be true
// Each voter is a complete condition (signal + rule)