Backtest#

To test custom strategy's efficiency, Extrum has own Backtesting tool.

Before or after creating custom strategy, users can run a backtest against historical data to see how their strategy would have performed in the past.

Fees and rebalances are taken into consideration for the backtest.

We also allow users to view performance of the standard strategies over the past.

Guide#

We are going to adapt this guide for other exchanges in the future;
We do not yet allow importing custom strategies to Backtest.

1. At the basktest settings, select "Custom" in Indexes

2. Set initial value and trading fees. Extrum shows the final equivalent of capital you will receive using Extrum versus simply holding a portfolio (not trading).

3. Select assets. Use search or select wanted coins from the given list.

4. Choose appropriate Selection method. Creating an index permits you only to set one of three simple indexes with composition distributed equally, according to market capitalization, or according to the square root of capitalization.

5. If you have chosen "Pick assets", compose a portfolio. Change the portfolio composition according to your preferences by adjusting percentage numbers . Be sure to use 100% of your allocation.

6. Manage rebalancing settings.
   (Check out this page to understand the value of rebalancing better).

7. Run the test and wait for the operation to finish its work.

8. Once test has been executed, you can select a range on the graph to zoom in.

Play with backtesting as much as you want to find the most appropriate strategy.