Backtest Run

DSL (Domain Specific Language) Backtest is an advanced trading feature provided by Deepcoin, allowing users to backtest complex market-triggered strategies via JSON against historical data.

1. API Information

Endpoint Name: DSL Backtest Run (Backtest Run)
Request Method: POST
Request URL: /deepcoin/v2/trade/backtest-run
Content-Type: application/json

2. Overall Request Architecture

The request body consists of two core objects: strategy logic definition (dsl) and historical data configuration (data_source):

{
   "dsl": { ... },         // Defines: Strategy logic, indicators, execution actions, risk control
   "data_source": { ... }  // Defines: Which trading pair? What time period for backtesting?
}

3. Detailed Parameter Definitions

3.1 Strategy Logic Layer (dsl)

Parameter	Required	Type	Description
`version`	No	String	DSL version, e.g., "1.0"
`indicators`	Yes	Array	Array of technical indicators and their trigger conditions (see 3.1.1)
`then`	Yes	Object	Execution actions after conditions are met: open/close position (see 3.1.2)
`risk`	No	Object	Order's built-in take-profit/stop-loss protection: `stop_loss`, `take_profit` (see 3.1.3)
`execution`	No	Object	Execution configuration (optional, see 3.1.4)

3.1.1 Technical Indicators (indicators)

The system evaluates the logic based on the conditions defined in indicators (multiple indicators default to AND logic).

Parameter	Required	Type	Description
`name`	Yes	String	Unique identifier for the indicator (e.g., `ma5`, `boll`)
`type`	Yes	String	Indicator Type: `BOLL`, `MA`, `EMA`, `KDJ`, `RSI`, `WR`
`params`	Yes	Object	Indicator calculation parameters (see 3.1.1.1)
`condition`	Yes	Object	Trigger threshold (see 3.1.1.2)
`scope`	Yes	String	Scope of action: `entry` (for opening position), `exit` (for closing position)

3.1.1.1 Indicator Calculation Parameters (params)

Indicator Type	`params` Included Parameters	Notes
Common	`interval`	Required. Candlestick period: `1m`, `5m`, `15m`, `30m`, `1h`, `4h`, `1d`, `1w`
BOLL	`period`, `std` ,`interval`	`std` is the standard deviation multiplier for Bollinger Bands
MA / EMA	`period`,`interval`	-
KDJ	`n`, `k_smoothing`, `d_smoothing`,`interval`	`n` is the KDJ parameter, `k_smoothing` for K smoothing, `d_smoothing` for D smoothing
RSI / WR	`period`,`interval`	-

3.1.1.2 Trigger Condition Fields & Examples (condition)

The condition object defines precise trigger logic by combining different fields.

Parameter	Required	Type	Description
`ref`	Yes	String	Indicator reference field (e.g., `boll.lower`)
`op`	Yes	String	Comparison operator (`<`,`>`)
`right`	No	Number	Comparison value (required for KDJ, RSI, WR indicators)
`diff_price`	No	Number	Price difference between current price and indicator value

Scenario	`condition` Example	Business Meaning
Indicator vs. Price Comparison (`boll` omits `right`, only supports market price comparison)	`{"ref": "boll.lower", "op": "<"}`	Current market price is higher than the Bollinger Bands lower band.
Indicator vs. Fixed Value Comparison (using `right`)	`{"ref": "kdj.k", "op": ">", "right": 80}`	The KDJ indicator's K value is greater than 80.
Indicator vs. Price Difference Comparison (using `diff_price`)	`{"ref": "ma5.value", "op": ">", "diff_price": 100}`	The MA line value is 100 points higher than the current price.

3.1.2 Execution Actions (then)

Contains entry (for opening) or exit (for closing) logic blocks.

Action Branch (on_true):

Parameter	Required	Type	Description
`action`	No	String	Action: `open`(open position), `close`(close position)
`side`	No	String	Direction: `long`, `short`
`volume`	Yes	Number	Order quantity in contracts

3.1.3 Risk Control (risk)

Parameter	Required	Type	Description
`stop_loss`	No	Object	Stop-loss configuration.`{"value": 0.1}` means 10%
`take_profit`	No	Object	Take-profit configuration.`{"value": 0.2}` means 20%

3.1.4 Execution Configuration (execution)

Parameter	Required	Type	Description
`fee_bps`	No	Number	Fee in basis points (e.g., 5 means 0.05%)

3.2 Data Source Configuration (data_source)

Parameter	Required	Type	Description
`instId`	Yes	String	Trading pair identifier (e.g., `BTC-USDT-SWAP`)
`from_ts`	Yes	Integer	Start timestamp (Unix timestamp in seconds)
`to_ts`	Yes	Integer	End timestamp (Unix timestamp in seconds)

3.3 Additional Parameters

Parameter	Required	Type	Description
`include_trades`	No	Boolean	Whether to include detailed trade records in response; defaults to `true`

4. Response Parameters

4.1 Basic Response

Field	Type	Description
`code`	Integer	Business status code. `0`: success; others: failure
`msg`	String	Error or prompt message
`data`	Object	Backtest result data (see 4.2)

4.2 Backtest Result Data

Field	Type	Description
`summary`	Object	Backtest summary statistics (see 4.2.1)
`trades`	Array	Array of trade records (see 4.2.2)

4.2.1 Backtest Summary

Field	Type	Description
`realized_pnl`	Number	Realized profit and loss
`instId`	String	Trading pair instId
`total_fee`	Number	Total fees paid
`trades`	Integer	Total number of trades

4.2.2 Trade Records

Field	Type	Description
`fee`	Number	Fee for this trade
`order_id`	String	Order ID
`price`	Number	Trade price
`qty`	Number	Trade quantity
`reason`	String	Reason for the trade
`side`	String	Trade direction: `buy`, `sell`
`ts`	Integer	Timestamp of the trade

5. Typical Application Examples

5.1 Complete Request Example

A comprehensive example showing all available parameters for a BOLL strategy backtest.

{
  "dsl": {
    "version": "1.0",
    "indicators": [
      {
        "name": "boll",
        "type": "BOLL",
        "scope": "entry",
        "params": {
          "period": 15,
          "std": 2,
          "interval": "1m"
        },
        "condition": {
          "ref": "boll.lower",
          "op": "<",
          "right": "price.close",
          "diff_price": 10
        }
      }
    ],
    "then": {
      "entry": {
        "on_true": {
          "action": "open",
          "side": "long",
          "volume": 0.1
        },
        "on_false": {
          "action": "none",
          "side": "long",
          "volume": 0
        }
      },
      "exit": {
        "on_true": {
          "action": "close",
          "side": "long",
          "volume": 100
        },
        "on_false": {
          "action": "none",
          "side": "long",
          "volume": 0
        }
      }
    },
    "execution": {
      "fee_bps": 5
    },
    "risk": {
      "stop_loss": {
        "value": 0.1
      },
      "take_profit": {
        "value": 0.1
      }
    }
  },
  "data_source": {
    "instId": "BTC-USDT-SWAP",
    "from_ts": 1772054911,
    "to_ts": 1772090911
  }
}

5.2 Combined Indicators (BOLL + KDJ) Backtest

Backtest a strategy where a long position is opened when the price breaks below the Bollinger lower band and the KDJ K-value is below 30.

{
  "dsl": {
    "version": "1.0",
    "indicators": [
      {
        "name": "boll",
        "type": "BOLL",
        "scope": "entry",
        "params": {
          "period": 20,
          "std": 2,
          "interval": "1m"
        },
        "condition": {
          "ref": "boll.lower",
          "op": "<",
          "right": "price.close"
        }
      },
      {
        "name": "kdj",
        "type": "KDJ",
        "scope": "entry",
        "params": {
          "n": 9,
          "k_smoothing": 3,
          "d_smoothing": 3,
          "interval": "1m"
        },
        "condition": {
          "ref": "kdj.k",
          "op": "<",
          "right": 30
        }
      }
    ],
    "then": {
      "entry": {
        "on_true": {
          "action": "open",
          "side": "long",
          "volume": 100
        },
        "on_false": {
          "action": "none",
          "side": "long",
          "volume": 0
        }
      },
      "exit": {
        "on_true": {
          "action": "close",
          "side": "long",
          "volume": 0
        },
        "on_false": {
          "action": "none",
          "side": "long",
          "volume": 0
        }
      }
    },
    "risk": {
      "stop_loss": {
        "value": 0.1
      },
      "take_profit": {
        "value": 0.5
      }
    }
  },
  "data_source": {
    "instId": "BTC-USDT-SWAP",
    "from_ts": 1704067200,
    "to_ts": 1706745600
  }
}

5.3 MA Crossover Strategy with Full Risk Control

Backtest a strategy using MA crossover for entry and exit signals.

{
  "dsl": {
    "version": "1.0",
    "indicators": [
      {
        "name": "ma5",
        "type": "MA",
        "scope": "entry",
        "params": {
          "period": 5,
          "interval": "1h"
        },
        "condition": {
          "ref": "ma5.value",
          "op": "<",
          "right": "price.close"
        }
      },
      {
        "name": "ma20",
        "type": "MA",
        "scope": "exit",
        "params": {
          "period": 20,
          "interval": "1h"
        },
        "condition": {
          "ref": "ma20.value",
          "op": ">",
          "right": "price.close"
        }
      }
    ],
    "then": {
      "entry": {
        "on_true": {
          "action": "open",
          "side": "long",
          "volume": 50
        },
        "on_false": {
          "action": "none",
          "side": "long",
          "volume": 0
        }
      },
      "exit": {
        "on_true": {
          "action": "close",
          "side": "long",
          "volume": 50
        },
        "on_false": {
          "action": "none",
          "side": "long",
          "volume": 0
        }
      }
    },
    "execution": {
      "fee_bps": 5
    },
    "risk": {
      "stop_loss": {
        "value": 0.05
      },
      "take_profit": {
        "value": 0.15
      }
    }
  },
  "data_source": {
    "instId": "ETH-USDT-SWAP",
    "from_ts": 1704067200,
    "to_ts": 1706745600
  }
}

6. Usage Notes

Indicator Logic: All indicators with scope: "entry" must be met simultaneously (when entry_condition_mode is ALL) to trigger the then.entry action.
Exit Logic: Similarly, all indicators with scope: "exit" must be met to trigger the then.exit action.
Data Range: Ensure from_ts and to_ts cover sufficient historical data for meaningful backtesting results.
Risk Management: Always configure appropriate stop-loss and take-profit levels to manage risk in your strategy.
Backtesting Limitations: Past performance does not guarantee future results. Use backtesting as one tool among many for strategy validation.

1. API Information​

2. Overall Request Architecture​

3. Detailed Parameter Definitions​

3.1 Strategy Logic Layer (dsl)​

3.1.1 Technical Indicators (indicators)​

3.1.1.1 Indicator Calculation Parameters (params)​

3.1.1.2 Trigger Condition Fields & Examples (condition)​

3.1.2 Execution Actions (then)​

3.1.3 Risk Control (risk)​

3.1.4 Execution Configuration (execution)​

3.2 Data Source Configuration (data_source)​

3.3 Additional Parameters​

4. Response Parameters​

4.1 Basic Response​

4.2 Backtest Result Data​

4.2.1 Backtest Summary​

4.2.2 Trade Records​

5. Typical Application Examples​

5.1 Complete Request Example​

5.2 Combined Indicators (BOLL + KDJ) Backtest​

5.3 MA Crossover Strategy with Full Risk Control​

6. Usage Notes​