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Cryptyx Multi-Factor Composite Backtest
x402
Cryptyx Multi-Factor Composite Backtest is a paid API for AI agents from www.cryptyx.ai, paid per call via x402, $0.05/call, status unknown (last checked 2026-10-11).
Backtests a custom-weighted composite across 8 factor classes, returning per-day composite return series with Sharpe, Sortino, and max drawdown metrics.
Price / call$0.05
Success—
StatusUnknown
Output
A JSON object containing a per-day composite return series (each entry has a date and composite_return float) along with aggregate risk-adjusted performance metrics: Sharpe ratio, Sortino ratio, and maximum drawdown — computed over the requested date range using the supplied factor class weights.
Example use cases
Validate momentum-heavy crypto strategy
“I'm thinking about building a portfolio that leans heavily on momentum signals with a bit of value and sentiment mixed in. Can you backtest that for me over the last three years? I need to see if the daily returns look smooth and what the Sharpe and Sortino ratios come out to, plus how bad the worst drawdown gets.”
Compare factor weighting approaches historically
“I want to test two different factor allocation ideas against each other using Cryptyx. First, let me see a backtest from 2022 to 2024 where I weight momentum at 2.0, value at 0.5, and keep everything else neutral. Then show me the Sharpe, Sortino, and max drawdown so I can decide if it's worth pursuing live.”
Stress-test sentiment factor impact
“We're considering adding sentiment analysis to our crypto factor model but I'm not sure how much weight to give it. Can you run a backtest over the past two years where sentiment is really heavy at 2.5, momentum is normal at 1.0, and the rest are standard? I need the daily breakdown and all the risk metrics to see if it actually improves our Sharpe ratio.”
Technical details
Endpoint
POSThttps://www.cryptyx.ai/api/signals/composite/backtest?utm_source=zero.xyzWhen to prefer
Use this endpoint when you need to evaluate a specific multi-factor weighting scheme across Cryptyx's 8 factor classes before committing to a live composite strategy. It is the right choice when you want per-day return granularity combined with Sharpe, Sortino, and max drawdown in one call, and when you have a custom weight hypothesis to validate. Prefer this over single-metric or intersection backtests when the goal is holistic composite-level performance rather than isolated signal testing.
Side effects
- Invalid or missing 'from'/'to' date fields returns a 400 error
- Factor class weights outside the allowed 0-2 range may be rejected or clamped
- Date range exceeding available 5+ year history may return partial data or an error
- Malformed weights object (wrong keys or non-numeric values) returns a validation error
- Insufficient historical data for the specified window returns an empty or truncated series
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "application/json",
"example": {
"returns": [
{
"day": "2025-06-15",
"composite_return": 0.023
}
]
}
}Tags
x402
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