freqtrade-strategy-backtest

Freqtrade Strategy Backtest

Run reproducible freqtrade backtests from local feather/JSON data and produce an apples-to-apples comparison of candidate strategies. Outcome: summary metrics table (profit %, Sharpe, profit factor, exit breakdown) per strategy over the same timerange.

Quick quality checklist

• name matches folder name exactly (kebab-case)
• Commands tested against freqtrade 2025+ venv installs
• Uses freqtrade built-ins only, no paid data services
• No personal paths, keys, or exchange credentials in examples

When to use

• Use case 1: "Test this new strategy before going live"
• Use case 2: "Compare my current strategy vs a proposed one"
• Use case 3: ERROR - Pairlist Handlers ... do not support backtesting

Required tools / APIs

• freqtrade CLI in project venv
• Locally downloaded OHLCV data (user_data/data/<exchange>/*.feather)

Download data if missing:

VENV/bin/freqtrade download-data --config user_data/config.json --userdir user_data \
  --timeframe 3m --timerange 20260501- --pairs BTC/USDT ETH/USDT

Skills

static_pairlist_override

Live configs with VolumePairList/AgeFilter/etc. cannot backtest. Never edit the live config — overlay a minimal override config instead:

cat > user_data/config.backtest.json <<'EOF'
{
    "pairlists": [
        {
            "method": "StaticPairList"
        }
    ]
}
EOF

# Later -c files override earlier ones; live config stays untouched
VENV/bin/freqtrade backtesting \
  --config user_data/config.json \
  --config user_data/config.backtest.json \
  --userdir user_data \
  --strategy <StrategyName> \
  --timeframe 3m \
  --timerange YYYYMMDD-YYYYMMDD \
  --pairs BTC/USDT ETH/USDT SOL/USDT

compare_candidates

Run each strategy with identical --timeframe, --timerange, and --pairs, then diff the SUMMARY METRICS blocks:

for S in StrategyA StrategyB; do
  VENV/bin/freqtrade backtesting \
    --config user_data/config.json --config user_data/config.backtest.json \
    --userdir user_data --strategy "$S" --timeframe 3m \
    --timerange YYYYMMDD-YYYYMMDD --pairs BTC/USDT ETH/USDT \
    > "/tmp/${S}_backtest.log" 2>&1
done

grep -h "Total profit %\|Sharpe\|Profit factor\|Market change" /tmp/*_backtest.log