arena_run_universe_backtest

io.github.Schoasch/backtesting-arena · Verify this server

Does this strategy hold up across a whole universe? Runs it against every pair in the universe. Pair cap depends on your API tier: Pro 50, Power 250 — Power therefore covers crypto-top-250 in ONE job instead of five, which matters because five jobs mean five separate result sets you have to merge by hand, and merging across different pair sets is exactly how a ranking ends up measuring pair selection instead of strategy quality. THIS CALL IS ASYNCHRONOUS AND RETURNS NOTHING BUT A job_id: the result is NOT in this response. You MUST poll arena_get_job_status until status is 'completed'. Budget the wait — background runtime is roughly 1.5 s per pair, so 50 pairs ≈ 1–2 min and a 250-pair job ≈ 6 min; estimated_seconds in the create-response gives the current estimate. Provide either universe_id (call arena_list_universes) OR explicit pairs[]. Benchmarks bnh_fixed and dca_reference are accepted here — run one of them over the SAME universe and interval before reading any result, because an excess over buy-and-hold is not a statement without the buy-and-hold value itself: measured on 41 common pairs, bnh_fixed sits at +0.2 % while the naive figure suggested −22 %, and a strategy 'beating' a −54 % benchmark means 'do not own this asset', not 'this strategy is good'. NOTE ON THE BUY-AND-HOLD COUNT: beat_buyhold_count compares each pair's cagr against its buyhold_cagr, and the two are not always measured over the same window — a strategy with a long warmup (or a pair listed after date_from) starts trading later, while the benchmark runs from the requested start. Treat the count as a tally, not a verdict, and check actual_date_from per pair. NOTE ON PERSISTENCE: universe results live ONLY in the job response (api_jobs.result). They are deliberately not written to backtest_runs, so they carry no filter_binding and no coin-denominated history, and you will not find them later via arena_list_backtests — copy what you need out of the job result. Per-day quota: Pro=5, Power=50. [API Pro tier]