documents/demo_feb_2021.html

<!DOCTYPE html><html class="default" lang="en" data-base=".."><head><meta charset="utf-8"/><meta http-equiv="x-ua-compatible" content="IE=edge"/><title>demo/feb_2021 | backtest-kit</title><meta name="description" content="Documentation for backtest-kit"/><meta name="viewport" content="width=device-width, initial-scale=1"/><link rel="stylesheet" href="../assets/style.css"/><link rel="stylesheet" href="../assets/highlight.css"/><script defer src="../assets/main.js"></script><script async src="../assets/icons.js" id="tsd-icons-script"></script><script async src="../assets/search.js" id="tsd-search-script"></script><script async src="../assets/navigation.js" id="tsd-nav-script"></script><script async src="../assets/hierarchy.js" id="tsd-hierarchy-script"></script></head><body><script>document.documentElement.dataset.theme = localStorage.getItem("tsd-theme") || "os";document.body.style.display="none";setTimeout(() => app?app.showPage():document.body.style.removeProperty("display"),500)</script><header class="tsd-page-toolbar"><div class="tsd-toolbar-contents container"><div class="table-cell" id="tsd-search"><div class="field"><label for="tsd-search-field" class="tsd-widget tsd-toolbar-icon search no-caption"><svg width="16" height="16" viewBox="0 0 16 16" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-search"></use></svg></label><input type="text" id="tsd-search-field" aria-label="Search"/></div><div class="field"><div id="tsd-toolbar-links"></div></div><ul class="results"><li class="state loading">Preparing search index...</li><li class="state failure">The search index is not available</li></ul><a href="../index.html" class="title">backtest-kit</a></div><div class="table-cell" id="tsd-widgets"><a href="#" class="tsd-widget tsd-toolbar-icon menu no-caption" data-toggle="menu" aria-label="Menu"><svg width="16" height="16" viewBox="0 0 16 16" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-menu"></use></svg></a></div></div></header><div class="container container-main"><div class="col-content"><div class="tsd-page-title"><ul class="tsd-breadcrumb"><li><a href="../modules.html">backtest-kit</a></li><li><a href="demo_feb_2021.html">demo/feb_2021</a></li></ul></div><div class="tsd-panel tsd-typography"><img src="https://github.com/tripolskypetr/backtest-kit/raw/refs/heads/master/assets/square_compasses.svg" height="45px" align="right">
<a id="📊-dotusdt-february-2021--python-ema-crossover-strategy" class="tsd-anchor"></a><h1 class="tsd-anchor-link">📊 DOTUSDT February 2021 — Python EMA Crossover Strategy<a href="#📊-dotusdt-february-2021--python-ema-crossover-strategy" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h1><blockquote>
<p>Python-based (WASI) strategy that uses EMA(9) and EMA(21) crossover signals executed via WebAssembly. Trades trigger when fast EMA crosses slow EMA, confirmed by 4h range midpoint.</p>
</blockquote>
<p><img src="https://raw.githubusercontent.com/tripolskypetr/backtest-kit/HEAD/assets/screenshots/screenshot16.png" alt="screenshot"></p>
<p><a href="https://deepwiki.com/tripolskypetr/backtest-kit"><img src="https://deepwiki.com/badge.svg" alt="Ask DeepWiki"></a>
<a href="https://npmjs.org/package/backtest-kit"><img src="https://img.shields.io/npm/v/backtest-kit.svg?style=flat-square" alt="npm"></a>
<a href=""><img src="https://img.shields.io/badge/TypeScript-5.0+-blue" alt="TypeScript"></a>
<a href="https://github.com/tripolskypetr/backtest-kit/actions/workflows/webpack.yml"><img src="https://github.com/tripolskypetr/backtest-kit/actions/workflows/webpack.yml/badge.svg" alt="Build"></a></p>
<p>Each signal opens a $100 bracket position (±2% TP/SL) via <code>Position.bracket</code>. The Python indicator (<code>strategy.py</code>) runs on 8h candles, cached per 8h via <code>Cache.fn</code>. A signal fires based on EMA crossover: if EMA(9) &gt; EMA(21), open LONG; otherwise SELL.</p>
<p><strong>Strategy:</strong> <code>feb_2021_strategy</code> | <strong>Exchange:</strong> <code>ccxt-exchange</code> | <strong>Frame:</strong> <code>feb_2021_frame</code></p>
<a id="🚀-quick-start" class="tsd-anchor"></a><h2 class="tsd-anchor-link">🚀 Quick Start<a href="#🚀-quick-start" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h2><blockquote>
<p>Link to <a href="https://github.com/tripolskypetr/backtest-kit/tree/master/example/content/feb_2021.strategy">the source code</a></p>
</blockquote>
<pre><code class="bash"><span class="hl-1">npm</span><span class="hl-2"> </span><span class="hl-3">start</span><span class="hl-2"> </span><span class="hl-4">--</span><span class="hl-2"> </span><span class="hl-4">--backtest</span><span class="hl-2"> </span><span class="hl-4">--symbol</span><span class="hl-2"> </span><span class="hl-3">DOTUSDT</span><span class="hl-2"> </span><span class="hl-3">./content/feb_2021.strategy/feb_2021.strategy.ts</span>
</code><button type="button">Copy</button></pre>

<a id="📉-price-context-february-2021" class="tsd-anchor"></a><h2 class="tsd-anchor-link">📉 Price Context (February 2021)<a href="#📉-price-context-february-2021" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h2><table>
<thead>
<tr>
<th>Metric</th>
<th>Value</th>
</tr>
</thead>
<tbody>
<tr>
<td>Frame open</td>
<td>~$31.06 (Feb 8)</td>
</tr>
<tr>
<td>Frame close</td>
<td>~$31.16 (Feb 19)</td>
</tr>
<tr>
<td>Period high</td>
<td>~$32.52</td>
</tr>
<tr>
<td>Period low</td>
<td>~$19.39</td>
</tr>
<tr>
<td>Net move</td>
<td><strong>+67.7%</strong> (low to high)</td>
</tr>
</tbody>
</table>
<a id="✨-performance-summary" class="tsd-anchor"></a><h2 class="tsd-anchor-link">✨ Performance Summary<a href="#✨-performance-summary" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h2><table>
<thead>
<tr>
<th>Metric</th>
<th>Value</th>
</tr>
</thead>
<tbody>
<tr>
<td>Total trades</td>
<td>33</td>
</tr>
<tr>
<td>Longs / Shorts</td>
<td>33 / 0</td>
</tr>
<tr>
<td>Total deployed capital</td>
<td>$3,300</td>
</tr>
<tr>
<td>Net PNL ($)</td>
<td><strong>+$5.52</strong></td>
</tr>
<tr>
<td>Net PNL (%)</td>
<td><strong>+5.52%</strong> avg per trade</td>
</tr>
<tr>
<td>Win rate</td>
<td>63.6% (21 / 33)</td>
</tr>
<tr>
<td>Avg PNL per trade</td>
<td>+$0.17</td>
</tr>
<tr>
<td>Best trade</td>
<td>+$1.59 (Feb 11, LONG, +1.59%)</td>
</tr>
<tr>
<td>Worst trade</td>
<td>−$2.39 (Feb 11, LONG, −2.39%)</td>
</tr>
<tr>
<td>Worst drawdown (%)</td>
<td><strong>−2.39%</strong></td>
</tr>
<tr>
<td>Worst drawdown ($)</td>
<td><strong>−$2.39</strong></td>
</tr>
<tr>
<td>Sharpe ratio</td>
<td><strong>0.09</strong></td>
</tr>
<tr>
<td>Avg hold time</td>
<td>~141 min (~2h)</td>
</tr>
<tr>
<td>Max hold time</td>
<td>480 min (~8h)</td>
</tr>
</tbody>
</table>
<a id="📋-trade-log" class="tsd-anchor"></a><h2 class="tsd-anchor-link">📋 Trade Log<a href="#📋-trade-log" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h2><table>
<thead>
<tr>
<th>#</th>
<th>Dir</th>
<th>Open date</th>
<th>Close date</th>
<th>Hold</th>
<th>Open price</th>
<th>Close price</th>
<th>PNL%</th>
<th>PNL$</th>
<th>Max DD%</th>
<th>Max DD$</th>
</tr>
</thead>
<tbody>
<tr>
<td>1</td>
<td>LONG</td>
<td>Feb 18</td>
<td>Feb 19</td>
<td>480 min</td>
<td>$31.06</td>
<td>$31.16</td>
<td>−0.07%</td>
<td>−$0.07</td>
<td>−1.54%</td>
<td>−$1.54</td>
</tr>
<tr>
<td>2</td>
<td>LONG</td>
<td>Feb 18</td>
<td>Feb 18</td>
<td>213 min</td>
<td>$31.65</td>
<td>$31.01</td>
<td>−2.39%</td>
<td>−$2.39</td>
<td>−2.23%</td>
<td>−$2.23</td>
</tr>
<tr>
<td>3</td>
<td>LONG</td>
<td>Feb 18</td>
<td>Feb 18</td>
<td>480 min</td>
<td>$32.00</td>
<td>$31.65</td>
<td>−1.49%</td>
<td>−$1.49</td>
<td>−2.00%</td>
<td>−$2.00</td>
</tr>
<tr>
<td>4</td>
<td>LONG</td>
<td>Feb 17</td>
<td>Feb 17</td>
<td>91 min</td>
<td>$30.83</td>
<td>$31.44</td>
<td>+1.59%</td>
<td>+$1.59</td>
<td>−1.16%</td>
<td>−$1.16</td>
</tr>
<tr>
<td>5</td>
<td>LONG</td>
<td>Feb 17</td>
<td>Feb 17</td>
<td>480 min</td>
<td>$30.62</td>
<td>$30.83</td>
<td>+0.29%</td>
<td>+$0.29</td>
<td>−1.62%</td>
<td>−$1.62</td>
</tr>
<tr>
<td>6</td>
<td>LONG</td>
<td>Feb 17</td>
<td>Feb 17</td>
<td>51 min</td>
<td>$30.10</td>
<td>$30.71</td>
<td>+1.59%</td>
<td>+$1.59</td>
<td>−0.89%</td>
<td>−$0.89</td>
</tr>
<tr>
<td>7</td>
<td>LONG</td>
<td>Feb 16</td>
<td>Feb 17</td>
<td>480 min</td>
<td>$29.85</td>
<td>$30.10</td>
<td>+0.44%</td>
<td>+$0.44</td>
<td>−1.65%</td>
<td>−$1.65</td>
</tr>
<tr>
<td>8</td>
<td>LONG</td>
<td>Feb 16</td>
<td>Feb 16</td>
<td>25 min</td>
<td>$28.83</td>
<td>$29.40</td>
<td>+1.59%</td>
<td>+$1.59</td>
<td>−0.51%</td>
<td>−$0.51</td>
</tr>
<tr>
<td>9</td>
<td>LONG</td>
<td>Feb 16</td>
<td>Feb 16</td>
<td>12 min</td>
<td>$27.76</td>
<td>$27.20</td>
<td>−2.39%</td>
<td>−$2.39</td>
<td>−2.28%</td>
<td>−$2.28</td>
</tr>
<tr>
<td>10</td>
<td>LONG</td>
<td>Feb 15</td>
<td>Feb 15</td>
<td>19 min</td>
<td>$29.25</td>
<td>$28.67</td>
<td>−2.39%</td>
<td>−$2.39</td>
<td>−2.39%</td>
<td>−$2.39</td>
</tr>
<tr>
<td>11</td>
<td>LONG</td>
<td>Feb 15</td>
<td>Feb 15</td>
<td>42 min</td>
<td>$26.26</td>
<td>$26.78</td>
<td>+1.59%</td>
<td>+$1.59</td>
<td>−1.00%</td>
<td>−$1.00</td>
</tr>
<tr>
<td>12</td>
<td>LONG</td>
<td>Feb 15</td>
<td>Feb 15</td>
<td>45 min</td>
<td>$26.98</td>
<td>$27.52</td>
<td>+1.59%</td>
<td>+$1.59</td>
<td>−0.40%</td>
<td>−$0.40</td>
</tr>
<tr>
<td>13</td>
<td>LONG</td>
<td>Feb 14</td>
<td>Feb 14</td>
<td>31 min</td>
<td>$26.76</td>
<td>$27.29</td>
<td>+1.59%</td>
<td>+$1.59</td>
<td>−1.28%</td>
<td>−$1.28</td>
</tr>
<tr>
<td>14</td>
<td>LONG</td>
<td>Feb 14</td>
<td>Feb 14</td>
<td>352 min</td>
<td>$28.26</td>
<td>$27.69</td>
<td>−2.39%</td>
<td>−$2.39</td>
<td>−2.28%</td>
<td>−$2.28</td>
</tr>
<tr>
<td>15</td>
<td>LONG</td>
<td>Feb 14</td>
<td>Feb 14</td>
<td>18 min</td>
<td>$27.97</td>
<td>$28.52</td>
<td>+1.59%</td>
<td>+$1.59</td>
<td>0.00%</td>
<td>$0.00</td>
</tr>
<tr>
<td><strong>Σ</strong></td>
<td></td>
<td></td>
<td></td>
<td></td>
<td></td>
<td></td>
<td></td>
<td><strong>+$5.52</strong></td>
<td><strong>−2.39%</strong></td>
<td><strong>−$50.50</strong></td>
</tr>
</tbody>
</table>
<a id="🚀-how-to-run" class="tsd-anchor"></a><h2 class="tsd-anchor-link">🚀 How to Run<a href="#🚀-how-to-run" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h2><pre><code class="bash"><span class="hl-1">npm</span><span class="hl-2"> </span><span class="hl-3">start</span><span class="hl-2"> </span><span class="hl-4">--</span><span class="hl-2"> </span><span class="hl-4">--backtest</span><span class="hl-2"> </span><span class="hl-4">--symbol</span><span class="hl-2"> </span><span class="hl-3">DOTUSDT</span><span class="hl-2"> </span><span class="hl-13">\</span><br/><span class="hl-2">  </span><span class="hl-4">--strategy</span><span class="hl-2"> </span><span class="hl-3">feb_2021_strategy</span><span class="hl-2"> </span><span class="hl-13">\</span><br/><span class="hl-2">  </span><span class="hl-4">--exchange</span><span class="hl-2"> </span><span class="hl-3">ccxt-exchange</span><span class="hl-2"> </span><span class="hl-13">\</span><br/><span class="hl-2">  </span><span class="hl-4">--frame</span><span class="hl-2"> </span><span class="hl-3">feb_2021_frame</span><span class="hl-2"> </span><span class="hl-13">\</span><br/><span class="hl-2">  </span><span class="hl-3">./content/feb_2021.strategy/feb_2021.test.ts</span>
</code><button type="button">Copy</button></pre>

<p>Add <code>--ui</code> to open the web dashboard at <code>http://localhost:60050</code>:</p>
<pre><code class="bash"><span class="hl-1">npm</span><span class="hl-2"> </span><span class="hl-3">start</span><span class="hl-2"> </span><span class="hl-4">--</span><span class="hl-2"> </span><span class="hl-4">--backtest</span><span class="hl-2"> </span><span class="hl-4">--symbol</span><span class="hl-2"> </span><span class="hl-3">DOTUSDT</span><span class="hl-2"> </span><span class="hl-4">--ui</span><span class="hl-2"> </span><span class="hl-13">\</span><br/><span class="hl-2">  </span><span class="hl-3">./content/feb_2021.strategy/feb_2021.test.ts</span>
</code><button type="button">Copy</button></pre>

<a id="🌍-environment-variables" class="tsd-anchor"></a><h2 class="tsd-anchor-link">🌍 Environment Variables<a href="#🌍-environment-variables" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h2><p>Create a <code>.env</code> file in the project root (copy from <code>.env.example</code>):</p>
<pre><code class="env"># Telegram notifications (optional)
CC_TELEGRAM_TOKEN=your_bot_token_here
CC_TELEGRAM_CHANNEL=-100123456789

# Web UI server (optional, defaults shown)
CC_WWWROOT_HOST=0.0.0.0
CC_WWWROOT_PORT=60050
</code><button type="button">Copy</button></pre>

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