Strategy Backtest

Replay historical BTC/XMR data from Kraken through the swap algorithm to evaluate performance.

Parameters

Start Date

End Date

Choose a trading personality, then fine-tune how aggressively it trades and how fast it reacts. The parameter values below update automatically.

Profile Default blend of responsiveness and confirmation.

Signal Strictness How much confirmation is needed before trading. Strict = fewer false signals, Loose = more trades.

Reaction Speed How quickly the algorithm adapts to price changes. Fast = more sensitive, Slow = smoother.

Initial BTC

Initial XMR

Fee % Exchange fee per swap.

Swap Fraction Portion of the balance to swap each trade (0.5 = 50%).

SMA Window

EMA Alpha

Z-Score Threshold

Min Confidence

RSI Overbought

RSI Oversold

Exposure Limit (0.5–0.95)

Exposure Mode

Auto-Tune Depth Number of parameter combinations to try. Deep tests more variants but takes longer.