backtest_strategy

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Backtest a strategy on historical Solana OHLCV before deploying capital. strategy_type is one of the 17 Crank strategy types (dca, momentum, rebalance, stoploss, protect, snipe, sentiment, vault, yield_farm, hedge, equity_dca, perp_grid, copy_wallet, market_make, arb, basis_trade, composite). asset is a token mint; timeframe one of 1m/5m/15m/1h/4h/1d; start_date/end_date are ISO-8601. params tunes the strategy (e.g. {"fast":5,"slow":20} for momentum). For strategy_type="composite" pass the signal-rule ``definition`` (see compose_strategy); the response includes a per-stream signal_coverage honesty report -- streams with partial persisted history are flagged, never silently zero-filled. slippage_model: "fixed" (slippage_bps haircut) or "jupiter_replay" (realised price-impact from the recorded quote corpus). Returns performance metrics (Sharpe/Sortino/Calmar, max drawdown, win rate, profit factor, VaR/CVaR), final equity, and trade + signal counts. Read-only simulation -- no fee, no on-chain action. Workflow: SIMULATE step -- validate a strategy on history before risking capital; run twice (e.g. auto vs long_only) to compare. Poor Sharpe/deep drawdown -> retune or fall back to the yield leg. Feeds get_risk_assessment -> the strategy_*_create tools. See get_trading_workflow.