README.md

July 14, 2026 · View on GitHub

Trade Backtesting engine for trading strategies, supporting DCA (Dollar Cost Averaging), Grid, and Hedge trading strategies with comprehensive performance analysis.

Features

  • 🚀 High-Performance Backtesting - Optimized for speed and accuracy
  • 📈 Multiple Strategy Types - DCA, Grid, and Hedge trading strategies
  • 📊 Comprehensive Analysis - Financial metrics, performance ratios, and risk analysis
  • 🔧 TypeScript Support - Full type safety with comprehensive type definitions
  • 📦 Modular Architecture - Easy to extend and customize
  • 🧪 Technical Indicators - Integration with @gainium/indicators library

Installation

npm install @gainium/backtester

Quick Start

DCA Strategy Backtesting

import DCABacktesting from '@gainium/backtester/dist/dca'
import { DCABotSettings, ExchangeIntervals } from '@gainium/backtester/dist/types'

const settings: DCABotSettings = {
  // Your DCA strategy configuration
  interval: ExchangeIntervals.fiveM,
  // ... other settings
}

const backtester = new DCABacktesting(settings)

// Run backtest with your candle data
const results = await backtester.test(candleData)
console.log('Backtest Results:', results)

Grid Strategy Backtesting

import GridBacktesting from '@gainium/backtester/dist/grid'

const gridBacktester = new GridBacktesting({
  // Grid strategy configuration
  interval: ExchangeIntervals.oneM,
  // ... other settings
})

const results = await gridBacktester.test(candleData)

Hedge Strategy Backtesting

import HedgeBacktesting from '@gainium/backtester/dist/hedge'

const hedgeBacktester = new HedgeBacktesting({
  longSettings: { /* DCA settings for long side */ },
  shortSettings: { /* DCA settings for short side */ },
  sharedSettings: { /* Hedge-specific settings */ }
})

const results = await hedgeBacktester.test({
  long: longCandleData,
  short: shortCandleData
})

Strategy Types

DCA (Dollar Cost Averaging)

  • Time-based or indicator-based entry conditions
  • Multiple safety order levels
  • Dynamic position sizing
  • Take profit and stop loss management

Grid Trading

  • Price range-based grid setup
  • Automatic buy/sell orders at grid levels
  • Profit taking on grid completion
  • Configurable grid spacing and levels

Hedge Trading

  • Combined long and short DCA strategies
  • Risk management across both sides
  • Correlation-based position sizing
  • Advanced portfolio analysis

API Documentation

Core Classes

  • DCABacktesting - DCA strategy backtesting engine
  • GridBacktesting - Grid strategy backtesting engine
  • HedgeBacktesting - Hedge strategy backtesting engine
  • Backtesting - Base class for all backtesting engines

Result Types

  • DCABacktestingResult - Comprehensive DCA backtest results
  • GridBacktestingResult - Grid strategy performance metrics
  • HedgeBacktestingResult - Hedge strategy analysis

Project Structure

src/
├── index.ts          # Main exports
├── types.ts          # Type definitions
├── dca/             # DCA backtesting implementation
├── grid/            # Grid backtesting implementation
├── hedge/           # Hedge backtesting implementation
└── helper/          # Utility functions

Requirements

  • Node.js 16+
  • TypeScript 4.5+
  • @gainium/indicators (peer dependency)

Version History

See CHANGELOG.md for detailed version history and release notes.

License

Private - Gainium Trading Platform

Support

For support and documentation, visit the Gainium platform or contact the development team.