AI Backtest Accelerator

LuxAlgo-inspired AI platform that accelerates trading strategy development

Overview

Combines AI-powered strategy analysis with high-speed backtesting to rapidly iterate on trading ideas. Test hundreds of parameter combinations in minutes, with AI suggesting optimizations.

Features

Speed Optimization

• Parallel Execution: Test multiple param sets simultaneously
• GPU Acceleration: Optional CUDA support for complex calcs
• Incremental Updates: Only recalculate changed portions
• Cached Indicators: Pre-compute common indicators

AI-Powered Analysis

• Strategy Critique: AI reviews your strategy logic
• Parameter Suggestions: AI recommends optimal ranges
• Pattern Recognition: Find similar historical setups
• Risk Assessment: AI evaluates strategy risk profile

Multi-Factor Testing

• Walk-Forward: Rolling window validation
• Monte Carlo: Randomized trade ordering
• Stress Testing: Test against flash crashes, gaps
• Regime Analysis: Performance by market condition

Optimization Algorithms

• Grid Search: Exhaustive parameter sweep
• Genetic Algorithm: Evolutionary optimization
• Bayesian Optimization: Smart parameter exploration
• Random Forest: Feature importance for params

Usage

// Create accelerated backtest
const backtest = kit.backtest.accelerate({
  strategy: 'momentum_cross',
  symbol: 'BTCUSD',
  timeframe: '1h',
  period: { start: '2024-01-01', end: '2025-12-31' },
  params: {
    fastMA: { min: 5, max: 50, step: 5 },
    slowMA: { min: 20, max: 200, step: 10 },
    stopLoss: { min: 0.5, max: 3, step: 0.5 }
  },
  optimization: 'genetic',
  aiCritique: true
});

// Run with progress callback
const results = await backtest.run((progress) => {
  console.log(`${progress.tested}/${progress.total} combinations tested`);
});

// Get AI analysis
const analysis = await results.getAIAnalysis();
console.log(analysis.suggestions);

API Endpoints

Method	Endpoint	Description
POST	/api/backtest/accelerate	Start accelerated backtest
GET	/api/backtest/:id/progress	Check progress
GET	/api/backtest/:id/results	Get results
POST	/api/backtest/:id/analyze	Get AI analysis
POST	/api/backtest/compare	Compare multiple strategies

Performance Metrics

Metric	Description
Sharpe Ratio	Risk-adjusted returns
Sortino Ratio	Downside risk-adjusted
Calmar Ratio	Return vs max drawdown
Profit Factor	Gross profit / gross loss
Win Rate	Percentage of winning trades
Max Drawdown	Largest peak-to-trough decline
Recovery Factor	Net profit / max drawdown
Expectancy	Average profit per trade

Inspired By

LuxAlgo's AI backtesting platform that accelerates trading strategy development through intelligent optimization.