StrataQuant v0.5.1

Truth in crypto backtesting. Production-grade backtesting engine with chart generation.

What This Is

StrataQuant is a quantitative research engine for Bitcoin backtesting that prioritizes honesty over presentation. This tool shows real risk metrics, includes execution costs, and doesn't cherry-pick results.

v0.5.1 adds:

• Chart generation with --plot flag
• Equity curve charts (PNG)
• Drawdown charts (PNG)

v0.5.0 added:

• Full CLI integration for risk management
• Stop losses for all commands
• Position sizing controls
• Risk limit configuration

v0.4.0 added:

• Stop loss methods (fixed, trailing, ATR, time-based)
• Position sizing (fixed percent, fixed dollar)
• Risk limits (max drawdown, position size controls)

v0.3.0 added:

• Sortino ratio (downside deviation only)
• Calmar ratio (return per unit of drawdown)
• Complete trade tracking and analysis

Philosophy

Most backtesting engines show you inflated returns and hide the drawdowns. StrataQuant does the opposite:

• Shows real drawdowns (-76.64% for buy-and-hold)
• Includes execution costs (15 bps total)
• No parameter cherry-picking
• Walk-forward validation exposes overfitting
• Complete trade analysis
• Advanced risk metrics
• Visual charts for analysis

Installation

git clone https://github.com/ChronoCoders/strataquant.git
cd strataquant
cargo build --release

Quick Start

# 1. Download data
strataquant download --start 2019-09-08 --end 2025-12-25

# 2. Run backtest with charts
strataquant backtest --strategy sma --fast 20 --slow 50 --plot

# 3. Optimize parameters
strataquant optimize --fast-range 20-50 --slow-range 50-100

# 4. Walk-forward validation
strataquant walkforward --train-ratio 0.7

# 5. Compare strategies
strataquant compare

Commands

backtest

strataquant backtest [OPTIONS]

Options:
  -t, --strategy <n>       Strategy: buy-and-hold, sma (default: buy-and-hold)
  -f, --fast <n>           Fast SMA period (default: 50)
  -w, --slow <n>           Slow SMA period (default: 200)
  -c, --capital <usd>      Initial capital (default: 100000)
  -m, --commission <bps>   Commission (default: 10)
  -l, --slippage <bps>     Slippage (default: 5)
  --plot                   Generate charts (NEW in v0.5.1)

Examples:

# Basic backtest
strataquant backtest --strategy sma --fast 20 --slow 50

# With charts
strataquant backtest --strategy sma --fast 20 --slow 50 --plot

Chart Output:

• results/charts/sma_20_50_equity.png
• results/charts/sma_20_50_drawdown.png

optimize

Grid search over parameter space.

strataquant optimize --fast-range 20-50 --slow-range 50-100

walkforward

Out-of-sample validation.

strataquant walkforward --train-ratio 0.7

compare

Compare all strategies side-by-side.

strataquant compare

Results (2019-2025)

SMA 20/50

Total return:         429.25%
Sharpe ratio:            0.81
Max drawdown:         -37.37%
Total trades:              18

Chart Examples

Equity Curve:

• Blue line showing portfolio growth
• 1200x600 resolution
• PNG format

Drawdown:

• Red shaded area
• Shows peak-to-trough declines
• 1200x600 resolution

Roadmap

✓ v0.5.1: Chart generation
✓ v0.5.0: CLI risk management
v0.6.0: Kelly criterion, volatility sizing, multi-timeframe
v0.7.0: Multi-asset (BTC, ETH, LTC, BCH, SOL)

Development

cargo test
cargo clippy
cargo fmt

License

MIT

Contact

Built by Distributed Systems Labs, LLC
GitHub: @ChronoCoders
Website: https://dslabs.network

Disclaimer

For educational and research purposes only. Past performance does not guarantee future results. Trading cryptocurrencies carries significant risk.

StrataQuant shows you honest metrics so you can make informed decisions.

Version History

• v0.5.1 - Chart generation with --plot flag
• v0.5.0 - CLI integration for risk management
• v0.4.0 - Risk management system
• v0.3.0 - Advanced metrics and trade analysis
• v0.2.0 - Multi-strategy framework
• v0.1.0 - Initial release