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X402 Quantitative Strategy Backtester
x402
X402 Quantitative Strategy Backtester is a paid API for AI agents from x402.feld-feder.at, paid per call via x402, $0.02/call, status down (last checked 2026-09-15).
Runs a deterministic backtest of a quantitative trading strategy (e.g. SMA crossover) against provided price data and returns performance metrics like win rate, return, and drawdown.
Price / call$0.02
Success—
StatusDown
How this service works
Pay-per-request data tools for AI agents.
Output
Returns a JSON object with backtesting results including: strategy config (family, fast/slow periods), total return %, buy-and-hold return % for comparison, win rate %, max drawdown %, number of closed trades, total trade events, ending equity, open position status, total fees, and observation count. Also includes a disclaimer that output is deterministic research only, not financial advice.
Example use cases
SMA crossover strategy evaluation
“I have daily closing prices for SPY over the past year — can you backtest a 10-day vs 30-day SMA crossover strategy starting with $10,000 and tell me the total return, win rate, and how it compares to just buying and holding?”
Pre-trade strategy validation
“Before I go live with my moving average algo, can you run a backtest with a fast period of 2 and slow period of 4 on these 8 price points, starting with $10,000, so I can see the win rate and max drawdown?”
Research report on strategy performance
“I'm writing a research note on simple crossover strategies — run a backtest with fast=5 and slow=15 on this price data and give me the full stats including ending equity, closed trades, and whether there's an open position at the end.”
Technical details
Endpoint
POSThttps://x402.feld-feder.at/v1/quant/backtestWhen to prefer
Choose this endpoint when you need a quick, pay-per-request deterministic backtest of a simple quantitative strategy (especially SMA crossover) without setting up a local backtesting environment. Ideal for AI agents that need on-demand strategy evaluation at $0.02 per call, with no subscription or infrastructure overhead. Prefer this over heavier backtesting platforms when you just need core performance metrics (return, drawdown, win rate) computed server-side on a provided price series.
Side effects
- Invalid or missing price series — insufficient data points for the chosen periods
- fast_period >= slow_period causing undefined crossover behavior
- Unsupported strategy family name returns error
- Malformed request body returns 400-level error
- Payment failure via x402 protocol returns 402 Payment Required
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| inputrequired | object | |
| output | object |
Output
Schema · Response
{
"type": "json",
"example": {
"ok": true,
"data": {
"strategy": {
"family": "sma_crossover",
"fast_period": 2,
"slow_period": 4
},
"disclaimer": "Deterministic research output only; not financial advice or an order signal.",
"total_fees": 0,
"observations": 8,
"win_rate_pct": 0,
"closed_trades": 0,
"ending_equity": 10000,
"open_position": false,
"starting_equity": 10000,
"max_drawdown_pct": 0,
"total_return_pct": 0,
"total_trade_events": 0,
"buy_hold_return_pct": 5
}
}
}Tags
x402
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