backtestport

Backtest a trading strategy without standing up your own engine. backtestport is a small client for the Backtest360 hosted backtesting engine: you hand it a strategy document and it validates the document, runs the backtest, evaluates the latest signal, compares several strategies on the same data, and fetches the market and macroeconomic data the engine can work with — plus the indicator catalog, templates and reference data you need to write the strategy in the first place.

This is a backtesting client only. It has no live-trading, order-placement or account tools, and nothing it does moves money.

Responses come back exactly as the engine returned them: nothing is trimmed, renamed or summarised on the way through, apart from the output byte cap described below.

Configuration

Four environment variables control the client:

• BACKTEST360_API_KEY (required) — sent on every request as the X-API-Key header. When it is not set, every tool fails with BACKTEST360_API_KEY is not set before any request is made.
• BACKTEST360_ENGINE_URL (optional) — engine base URL. Defaults to https://api.backtest360.com.
• BACKTEST360_MCP_TIMEOUT (optional) — per-request timeout in seconds, default 300. A request that runs past it fails with backtest360 request timed out.
• BACKTEST360_MCP_MAX_OUTPUT_BYTES (optional) — response size cap in bytes, default 100000. A longer body is truncated to the cap and a final line {"truncated_by_mcp": true} is appended, so a huge equity curve cannot flood the caller.

Reading the results

Two engine answers that look like failures are not:

• Strategy validation returns {valid: false, errors: [...]} when the document has problems. That is a normal result — the errors are structured and locatable so you can fix the document.
• A backtest the engine declines returns {accepted: false}. That is also a normal result.

Actual failures are errors: HTTP 429 fails with backtest360 rate limited (HTTP 429); retry after <value> when the engine sends a Retry-After header (without the suffix when it does not), any other non-2xx reply fails with backtest360 error: HTTP <status>, and an unreachable engine fails with backtest360 unreachable.

Strategy arguments (strategy, and each item of strategies) accept either a JSON object or a JSON string, which is parsed before sending; a string that does not parse fails with strategy is not valid JSON.

Three arguments shape a backtest run:

• response_detail — summary (default), stats or full: how much of the verdict comes back.
• max_series_points — cap on returned series length, default 500; it must be an integer of at least 2, checked locally before any request (max_series_points must be an integer >= 2).
• include — any of trades, equity_curve, monthly_returns, yearly_returns and signal_diagnostics, each adding its series to the verdict.

Tools

Discovery and account:

• engine_info — engine version, API contract, health.
• get_me — what the configured key can do: permission scopes, limits, current usage, capability flags.
• get_catalog — the reference catalogs (operators, execution modes, stop types, sizing methods, bar frequencies, metric sections); pass catalog to fetch just one.
• list_indicators — indicator discovery with per-indicator parameter schemas; search narrows the list.
• list_templates — predesigned strategy templates, listed compactly, or one in full when id is given.
• get_strategy_schema — the JSON Schema for strategy documents.

Strategies and runs:

• validate_strategy — check a strategy document without running it.
• run_backtest — run a backtest; symbol, start, end, the shaping arguments above, and data (inline bars as an object) are all optional.
• get_latest_signal — evaluate the most recent bar only; no P&L.
• compare_backtests — run several strategies on the same data,

... View full README on GitHub