【Quant Trading Tool】One-Click Batch Backtesting for Freqtrade Strategies – Find Your Optimal Strateg

This article is brought to you by https://itrade.icu Quant Trading Lab.

📊 Key Features

In the world of cryptocurrency quantitative trading, strategy performance determines profitability. Single-strategy backtesting is often time-consuming and inefficient. That’s why I developed the Batch Backtesting Freqtrade Source Code, allowing you to easily perform multi-period, multi-strategy backtests to quickly identify the strategies best suited to the market environment.

🔹 Batch Backtesting Across Multiple Periods

• Supports monthly, quarterly, semi-annual, and annual backtesting

• Simultaneously test multiple strategies and compare performance

• Instant summary of backtest results for easy analysis

No more wasting time modifying parameters or running single backtests — efficiency is multiplied.

🔹 Fully Customizable config.json and Strategies

• Users can input their own config.json

• Supports any Freqtrade strategy file (.py)

• Flexible configuration for trading parameters, stop-loss/take-profit, position sizing, and more

Test any market condition, coin, or strategy effortlessly — true quantitative freedom at your fingertips.

🔹 Visualized Data for Easy Comparison

• Automatically generates backtest reports with profit curves and equity curves

• Key metrics at a glance: return rate, maximum drawdown, win rate, Sharpe ratio, etc.

• Exportable CSV files for further analysis and strategy optimization

🔹 Why Choose This Batch Backtesting Source Code?

1. High Efficiency: Batch backtesting with multiple strategies and periods in one go

2. High Flexibility: Fully customizable strategies and config.json

3. Clear Visualization: Comprehensive, easy-to-read reports

4. Quantitative Power Tool: Quickly identify the most suitable trading strategies

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Batch Backtesting Freqtrade Strategy Source Code

This article was produced by the Quantitative Trading Lab at https://www.itrade.icu. Visit for more benefits.