TradingLab

A crypto trading strategy backtester that exhaustively optimizes SMA crossover strategies with configurable leverage and ATR-based trailing stops.

Features

• CSV Data Import - Upload historical OHLC data
• Exhaustive Optimization - Tests all combinations of SMA periods (2-200), long/short leverage, and ATR configurations
• ATR Trailing Stops - Optional trailing stop loss with configurable ATR period, multiplier, and partial close percentage
• Web Worker Execution - Runs optimization in background thread to keep UI responsive
• Buy & Hold Baseline - Compare strategy performance against simple buy and hold
• Day-by-Day Analysis - Detailed trade log for the best performing strategy
• Position Size Calculator - Calculate optimal position size based on risk tolerance and stop loss distance
• Profit Calculator - Estimate profit, loss, and risk/reward ratio across multiple take profit targets
• Trading Guides - Educational guides covering position sizing, risk management, and risk/reward ratios
• Live Price Ticker - Real-time crypto mid prices streamed from Hyperliquid via WebSocket

Getting Started

Prerequisites

• Bun runtime

Installation

bun install

Development

bun dev

Open http://localhost:3000.

Production Build

bun run build
bun start

Testing

bun test

Usage

1. Prepare CSV Data

Your CSV file must contain these columns:

Column	Description
high	Period high price
low	Period low price
close	Period close price
date	Human-readable date string (DD/MM/YYYY)

2. Configure Strategy

• Starting Capital - Initial portfolio value
• Trading Fee - Fee percentage per trade (e.g., 0.05 for 0.05%)
• SMA Range - Min/max SMA periods to test (2-200)
• ATR Trailing Stop - Enable to test ATR-based stop loss configurations

3. Run Optimization

Click "Run Optimization" to test all parameter combinations. The optimizer will:

1. Pre-compute SMA values for all periods
2. Pre-compute ATR values (if enabled) for periods 10, 14, and 20
3. Run backtests for each configuration combination
4. Track and display the top performing strategies

4. Analyze Results

• Results Table - Top strategies sorted by total return
• SMA Comparison - Performance grouped by SMA period
• Day-by-Day Table - Detailed trade log for the best strategy

Strategy Logic

The backtester implements a simple SMA crossover strategy:

• Long when price > SMA
• Short when price < SMA

With ATR trailing stops enabled:

• Stop triggers when price moves ATR × multiplier against position from extreme
• Partial close (10%, 25%, 50%, or 100%) executed on trigger
• Capital moved to sideline until next position opens

Tech Stack

• Next.js 16 with App Router
• React 19
• Tailwind CSS 4
• Radix UI primitives
• Bun runtime and test runner
• Hyperliquid SDK for live price streaming