QuantOracle Backtest Strategy is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.1/call, status unknown (last checked 2026-09-15).
Runs a quantitative backtesting simulation on a given trading strategy against historical data and returns performance metrics
QuantOracle: backtest/strategy
Returns historical backtest performance metrics for the submitted strategy, including total return, annualized return, maximum drawdown, win rate, and possibly an equity curve or trade-by-trade breakdown over the specified historical period.
POSThttps://api.quantoracle.dev/v1/backtest/strategyChoose this endpoint when you need to evaluate the historical performance of a defined algorithmic trading strategy before deploying it live. It is best suited for quantitative traders and AI agents that need to validate strategy viability, measure risk-adjusted returns, or compare strategy variants using backtesting — rather than live signal generation or portfolio management.
| Field | Type | Description |
|---|---|---|
| inputrequired | object |
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