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How to Backtest BTCUSD & ETHUSD

AlgoTest allows you to backtest crypto strategies (BTCUSD & ETHUSD) using the same interface you use for indices and stocks. These backtests run on Delta Exchange data, and you can test both Options and Futures.

Step 1: Open the Backtest Page​

  • Navigate to Backtest → Delta Exchange

BTST Settings

  • You’ll see BTCUSD and ETHUSD available in the Index dropdown.

BTST Settings

Step 2: Instrument Settings​

  • Index – Select BTCUSD or ETHUSD.
  • Underlying from – Choose whether to use Cash or Futures price as the underlying.

BTST Settings

Step 3: Entry Settings​

  • Choose Strategy Type: Intraday, BTST, or Positional.
  • Set Entry Time and Exit Time (for intraday) as per your strategy.
  • Optional: Enable Overall Momentum or restrict Re-entry rules.

BTST Settings

Step 4: Leg Builder​

Here you define the exact legs of your strategy:

  • Segments – Choose between:
    • Perpetual Fut (for perpetual futures contracts)
    • Options (for BTCUSD or ETHUSD options contracts)
  • Lot Size – Enter number of lots.
  • Position – Buy or Sell.
  • Option Type – Call or Put (only if you choose Options).
  • Expiry – Select Today or future expiry (for Options).
  • Strike Selection – ATM, ITM, OTM based on strike criteria.

Click Add Leg to add it to your strategy.

Step 5: Legwise Settings​

  • Square Off – Partial or Complete exit of positions.
  • Trail SL to Breakeven – Apply trailing SL to All Legs or Specific Legs.

Step 6: Run Backtest​

  • Once your strategy is set, click Run Backtest.
  • AlgoTest will simulate trades on BTCUSD/ETHUSD historical data from Delta Exchange.

Key Notes​

  • Expiry Support: For crypto options, AlgoTest supports Today & Tomorrow expiries.
  • Perpetual Futures are non-expiring and always available under the Perpetual FUT segment.