Can this idea become testable rules?
Sentence mode, Canvas mode, templates, and reusable blocks help convert chart logic into a strategy without Pine Script or Python.
Crypto strategy backtesting
Turn a trading idea into explicit entry, exit, and risk rules, then run historical crypto spot backtests with fees, slippage, metrics, and version-linked results in one workspace.
Sentence mode, Canvas mode, templates, and reusable blocks help convert chart logic into a strategy without Pine Script or Python.
Review the tested symbol, timeframe, date range, fees, slippage, bar-close evaluation, and next-bar execution before reading headline metrics.
Compare return, drawdown, trade behavior, and robustness across saved versions instead of judging one isolated backtest.
Focus on supported USDT spot pairs and practical timeframes for systematic crypto research.
Model assumptions before the run so shorter-timeframe results are not inflated by zero-cost conditions.
Read win rate, profit factor, drawdown, charts, trade markers, and condition attribution together.
Every result points back to the finalized strategy version and settings that produced it.
Validate the setup: symbol, timeframe, range, fees, slippage, and execution assumptions.
Screen profitability with profit factor, expectancy, and trade count before trusting win rate.
Inspect drawdown depth, duration, recovery, and whether losses cluster in one regime.
Compare variants under the same assumptions, then advance only the version worth deeper research.
No. Traseq is for research without writing code. You can build in Sentence mode or Canvas mode, and start from templates, reusable rule sets, or shared blocks. Traseq does not support free-form custom code today.
Backtests run against a specific finalized strategy version, not a moving draft. The run stores the exact version, symbol, timeframe, range, and execution settings used, so results stay attached to the strategy state that produced them and can be revisited, compared, and reused later.
Traseq evaluates conditions on bar close and executes at the next bar open to avoid look-ahead bias. The UI exposes research-friendly controls such as Workspace, Market Baseline, and Stress Test presets plus fee and slippage settings. It is still a bar-based simulator, not a tick-level or order-book execution engine.
The current product focuses on crypto spot research with 15m, 1h, 4h, and 1d timeframes. The UI exposes major USDT spot pairs across large-cap and high-volume tokens. All plans can use the supported timeframes and select full available history; monthly research credits control total usage.
Use Traseq to build one strategy, lock the version, run the backtest, and inspect the result before spending time on parameter tuning.