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alinebm17/trade-backtesting-engine

Analysis updated 2026-05-18

142TypeScriptAudience · developerComplexity · 3/5LicenseSetup · moderate

TLDR

A TypeScript library for backtesting DCA, Grid, and Hedge trading strategies against historical market data before trading with real money.

Mindmap

mindmap
  root((trade-backtesting-engine))
    What it does
      Simulates trading strategies
      Uses historical candle data
      Returns performance metrics
    Strategy types
      DCA
      Grid
      Hedge
    Tech stack
      TypeScript
      Node.js
      gainium indicators
    Audience
      Bot developers
      Trading platform teams
    Setup
      npm install
      Node 16 plus
      TypeScript 4.5 plus

Code map

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filefunction / class

What do people build with it?

USE CASE 1

Simulate a Dollar Cost Averaging strategy against historical candle data to see its past performance

USE CASE 2

Test a Grid trading strategy's buy and sell levels before running it with real funds

USE CASE 3

Evaluate a combined long and short Hedge strategy's risk and correlation across both sides

USE CASE 4

Compare financial metrics and risk ratios across different strategy configurations

What is it built with?

TypeScriptNode.jsnpm

How does it compare?

alinebm17/trade-backtesting-engineagutinbaigo28/trading-backtest-kitalinebm17/finance-api-tool
Stars142142142
LanguageTypeScriptTypeScriptTypeScript
Setup difficultymoderatemoderatemoderate
Complexity3/54/52/5
Audiencedeveloperdeveloperdata

Figures from each repo's GitHub metadata at analysis time.

How do you get it running?

Difficulty · moderate Time to first run · 30min

Requires historical candle data and the companion gainium indicators peer dependency.

The README marks this as private, belonging to the Gainium Trading Platform, so it is not a freely reusable open source license.

In plain English

trade-backtesting-engine, published as @gainium/backtester, is a library for testing trading strategies against historical price data before risking real money on them. It is part of the Gainium trading platform and lets a developer simulate how a strategy would have performed in the past. The engine supports three strategy types. DCA, short for Dollar Cost Averaging, buys into a position gradually based on time or indicator conditions, with multiple safety order levels and dynamic position sizing, plus take profit and stop loss rules. Grid trading sets up a price range divided into levels and places automatic buy and sell orders as the price moves through those levels, taking profit as the grid completes. Hedge trading combines a long DCA strategy and a short DCA strategy at the same time, with shared risk management and correlation based position sizing across both sides. To use it, a developer installs the package with npm and imports the matching backtesting class, DCABacktesting, GridBacktesting, or HedgeBacktesting, for the strategy they want to test. Each class takes a settings object describing the strategy configuration and a test method that runs the backtest against historical candle data, returning a results object with performance metrics. The library also integrates with a companion package called @gainium/indicators for technical indicator calculations used inside strategy conditions. The code is organized into separate folders for the DCA, Grid, and Hedge implementations plus shared type definitions and helper functions, and it requires Node.js 16 or newer along with TypeScript 4.5 or newer. The README states the license as private, belonging to the Gainium Trading Platform, so this is not a freely reusable open source library. This tool is aimed at developers building or evaluating automated crypto or stock trading bots who want to check a strategy's historical performance, financial metrics, and risk profile before deploying it live, rather than at someone looking for a beginner friendly trading app.

Copy-paste prompts

Prompt 1
Help me install @gainium/backtester and write a basic DCA strategy backtest in TypeScript
Prompt 2
Explain the difference between DCABacktesting, GridBacktesting, and HedgeBacktesting in this library
Prompt 3
Show me how to load historical candle data and pass it into the test method of this backtesting engine
Prompt 4
Write a script that runs a Grid strategy backtest and prints the key performance metrics from the results object

Frequently asked questions

What is trade-backtesting-engine?

A TypeScript library for backtesting DCA, Grid, and Hedge trading strategies against historical market data before trading with real money.

What language is trade-backtesting-engine written in?

Mainly TypeScript. The stack also includes TypeScript, Node.js, npm.

What license does trade-backtesting-engine use?

The README marks this as private, belonging to the Gainium Trading Platform, so it is not a freely reusable open source license.

How hard is trade-backtesting-engine to set up?

Setup difficulty is rated moderate, with roughly 30min to a first successful run.

Who is trade-backtesting-engine for?

Mainly developer.

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