Get Backtest Results

Retrieve detailed results and performance metrics for a completed backtest.

Endpoint

GET /api/backtests/:id

Authentication

Requires authentication via Bearer token.

Authorization: Bearer <access_token>

Request

Path Parameters

Parameter	Type	Required	Description
id	string	Yes	Backtest ID

Response

Success (200 OK)

{
  "id": "507f1f77bcf86cd799439013",
  "algorithmId": "507f1f77bcf86cd799439011",
  "userId": "507f191e810c19729de860ea",
  "status": "completed",
  "progress": 100,
  
  "startDate": "2024-01-01T00:00:00Z",
  "endDate": "2024-01-31T23:59:59Z",
  "initialBalance": 100000,
  "finalBalance": 115000,
  "symbols": ["NSE:RELIANCE", "NSE:TCS"],
  
  "results": {
    "totalTrades": 45,
    "winningTrades": 28,
    "losingTrades": 17,
    "totalProfit": 18000,
    "totalLoss": 3000,
    "netProfit": 15000,
    "winRate": 62.22,
    "profitFactor": 6.0,
    "sharpeRatio": 1.8,
    "maxDrawdown": 5.2,
    "maxDrawdownPercent": 5.2,
    "averageWin": 642.86,
    "averageLoss": 176.47,
    "largestWin": 2500,
    "largestLoss": 500,
    "averageTradeDuration": 180,
    "expectancy": 333.33,
    "returnOnInvestment": 15.0
  },
  
  "equityCurve": [
    { "date": "2024-01-01", "balance": 100000 },
    { "date": "2024-01-02", "balance": 101500 },
    { "date": "2024-01-03", "balance": 103000 },
    "..."
  ],
  
  "trades": [
    {
      "symbol": "NSE:RELIANCE",
      "entryTime": "2024-01-02T10:15:00Z",
      "entryPrice": 2500,
      "exitTime": "2024-01-02T14:30:00Z",
      "exitPrice": 2550,
      "quantity": 10,
      "side": "long",
      "profit": 500,
      "profitPercent": 2.0,
      "exitReason": "take_profit"
    },
    "..."
  ],
  
  "createdAt": "2024-01-15T11:00:00Z",
  "completedAt": "2024-01-15T11:05:00Z"
}

Running Backtest

If backtest is still running:

{
  "id": "507f1f77bcf86cd799439013",
  "status": "running",
  "progress": 45,
  "message": "Processing historical data..."
}

Failed Backtest

If backtest failed:

{
  "id": "507f1f77bcf86cd799439013",
  "status": "failed",
  "error": "Insufficient historical data for NSE:RELIANCE",
  "createdAt": "2024-01-15T11:00:00Z",
  "failedAt": "2024-01-15T11:02:00Z"
}

Errors

Status	Code	Message
401	UNAUTHORIZED	Authentication required
403	FORBIDDEN	Access denied (not your backtest)
404	NOT_FOUND	Backtest not found

Examples

Get Backtest Results

cURL:

curl -X GET https://api.x3algo.com/api/backtests/507f1f77bcf86cd799439013 \
  -H "Authorization: Bearer YOUR_ACCESS_TOKEN"

JavaScript:

const backtestId = '507f1f77bcf86cd799439013'

const response = await fetch(
  `https://api.x3algo.com/api/backtests/${backtestId}`,
  {
    headers: {
      'Authorization': `Bearer ${accessToken}`
    }
  }
)

const backtest = await response.json()

if (backtest.status === 'completed') {
  console.log('Win Rate:', backtest.results.winRate + '%')
  console.log('Profit Factor:', backtest.results.profitFactor)
  console.log('Net Profit:', backtest.results.netProfit)
} else {
  console.log('Status:', backtest.status)
  console.log('Progress:', backtest.progress + '%')
}

Python:

backtest_id = '507f1f77bcf86cd799439013'

response = requests.get(
    f'https://api.x3algo.com/api/backtests/{backtest_id}',
    headers={'Authorization': f'Bearer {access_token}'}
)

backtest = response.json()

if backtest['status'] == 'completed':
    results = backtest['results']
    print(f"Win Rate: {results['winRate']}%")
    print(f"Profit Factor: {results['profitFactor']}")
    print(f"Net Profit: {results['netProfit']}")

Analyze Equity Curve

JavaScript:

const backtest = await getBacktestResults(backtestId)

// Calculate drawdown periods
const equityCurve = backtest.equityCurve
let peak = equityCurve[0].balance
let maxDrawdown = 0

for (const point of equityCurve) {
  if (point.balance > peak) {
    peak = point.balance
  }
  
  const drawdown = ((peak - point.balance) / peak) * 100
  if (drawdown > maxDrawdown) {
    maxDrawdown = drawdown
  }
}

console.log('Max Drawdown:', maxDrawdown.toFixed(2) + '%')

Analyze Trade Distribution

JavaScript:

const backtest = await getBacktestResults(backtestId)

// Group trades by exit reason
const tradesByReason = backtest.trades.reduce((acc, trade) => {
  acc[trade.exitReason] = (acc[trade.exitReason] || 0) + 1
  return acc
}, {})

console.log('Trades by Exit Reason:', tradesByReason)

// Calculate average profit by symbol
const profitBySymbol = backtest.trades.reduce((acc, trade) => {
  if (!acc[trade.symbol]) {
    acc[trade.symbol] = { total: 0, count: 0 }
  }
  acc[trade.symbol].total += trade.profit
  acc[trade.symbol].count++
  return acc
}, {})

for (const [symbol, data] of Object.entries(profitBySymbol)) {
  const avgProfit = data.total / data.count
  console.log(`${symbol}: ${avgProfit.toFixed(2)} avg profit`)
}

Performance Metrics Explained

Metric	Description	Good Value
Win Rate	Percentage of winning trades	> 50%
Profit Factor	Total profit / Total loss	> 1.5
Sharpe Ratio	Risk-adjusted returns	> 1.0
Max Drawdown	Largest peak-to-trough decline	< 20%
Expectancy	Average profit per trade	> 0
ROI	Return on investment	> 10% annually

Trade Fields

Field	Description
symbol	Trading symbol
entryTime	Entry timestamp
entryPrice	Entry price
exitTime	Exit timestamp
exitPrice	Exit price
quantity	Position size
side	long or short
profit	Profit/loss amount
profitPercent	Profit/loss percentage
exitReason	Why position closed: take_profit, stop_loss, trailing_stop, opposite_signal, time_exit

Notes

• Results are cached for 30 days
• Equity curve shows daily balance
• All trades include entry/exit details
• Slippage is included in calculations
• Commission/fees are applied if configured

Related

• Create Backtest
• List Backtests
• Interpret Backtest Results Guide