Find out if your strategy really has an edge before you trade it live. I backtest your rules in Python on 12 months of real crypto exchange data (Bybit, Binance and similar) and give you a straight answer: edge, no edge, or not enough data. My own 627-trade strategy scored profit factor 0.58 - no edge - and I published that result instead of hiding it.
Most backtests lie: lookahead bias, no fees, overlapping trades, unwarmed indicators. I build backtests designed to survive live trading.
What's included:
- Python implementation of your rules (confirmed with you in writing first)
- 12-month backtest on real exchange data: taker fees + slippage per trade, conservative fills (stop counted first), proper indicator warm-up
- Report: Win Rate, Profit Factor, Max Drawdown, avg R/R, long/short breakdown, equity curve
- Honest verdict — including "this has no edge" if that's what data shows. You're paying for truth, not a nice chart.
- Full source code so you can re-run and modify
- Typical delivery: 5 business days from receiving your rules
My backtesting engine (same methodology): https://github.com/dallas2408/bybit-signal-bot
Methodology and anti-lookahead checks are documented here: https://github.com/dallas2408/bybit-signal-bot/blob/main/BACKTEST.md
Requirements from you: strategy rules (entries, exits, sizing), target exchange and pairs, timeframe.
