Quantitative Backtesting Engine

QuantDesk provides an integrated, verifiable backtesting and strategy simulation engine. Algorithmic traders can test momentum, mean-reversion, and arbitrage strategies against granular historical oracle datasets with explicit friction models (exchange fees, dynamic slippage, and Solana priority fees).

Historical Datasets

High-resolution tick-level candle feeds with Pyth oracle benchmark history.

Deploy Gate Verification

Mathematically validates out-of-sample Sharpe, max drawdown, and Deflated Sharpe Ratio.

Verified Flex Proofs

Generates cryptographic StrategyCardSchema bundles for trustless track record sharing.

Backtest REST Endpoints

Base path: /api/v2/backtest. Interactive parameter schemas are available in OpenAPI (/api/docs/).

GET /api/v2/backtest/datasets

Browse available historical datasets. Each dataset entry returns dataset_id, symbol, timeframe resolution, and date coverage.

POST /api/v2/backtest/runs

Submits a backtest job for queuing and execution.

curl -s -X POST \
  -H "Authorization: Bearer $QD_TOKEN" \
  -H "Content-Type: application/json" \
  -d '{
    "dataset_id": "SOL-PERP-1M-2026",
    "strategy_type": "mean_reversion",
    "parameters": {
      "lookback": 20,
      "z_score_entry": 2.0,
      "max_leverage": 5
    },
    "friction": {
      "maker_fee_bps": 2,
      "taker_fee_bps": 5,
      "slippage_bps": 10
    }
  }' \
  "$QD_API/api/v2/backtest/runs" | jq .

Friction Required: Zero-friction backtests are strictly rejected by the gateway. Realistic fee and slippage models are mandatory to prevent overfitted curves.

GET /api/v2/backtest/runs/:id

Fetches the completed manifest and computed quantitative metrics for a run:

Annualized Return & Volatility
Sharpe & Sortino Ratios
Maximum Peak-to-Trough Drawdown
Deflated Sharpe Ratio (DSR): Corrects for selection bias across multiple parameter trials
Total Executed Trade Count

POST /api/v2/backtest/runs/:run_id/deploy-gate/check

Evaluates whether the backtest result satisfies minimum institutional safety thresholds:

Minimum statistical trade sample size (default: 50 trades)
Out-of-sample (OOS) Sharpe >= 1.5
Maximum Drawdown <= 20%
Minimum DSR confidence >= 95%

StrategyCardSchema & Verified Proofs

Passing the deploy gate allows the trader to export a canonical StrategyCardSchema bundle. This bundle acts as the single source of truth for:

Maximum authorized leverage

Whitelisted market symbols

Slippage floors and priority fee limits

Public flex proof badge publication (see Verified Flex Charter)

Developer Essentials

APIs & Protocols

Quantitative Backtesting Engine

Quantitative Backtesting Engine

Historical Datasets

Deploy Gate Verification

Verified Flex Proofs

The Backtest Lifecycle

Backtest REST Endpoints

StrategyCardSchema & Verified Proofs

​Quantitative Backtesting Engine

Historical Datasets

Deploy Gate Verification

Verified Flex Proofs

​The Backtest Lifecycle

​Backtest REST Endpoints

​StrategyCardSchema & Verified Proofs

Quantitative Backtesting Engine

The Backtest Lifecycle

Backtest REST Endpoints

StrategyCardSchema & Verified Proofs