Quantum
Base
0x7a3f...e29c
Marketplace Visual builder Code editor Backtest Walk-forward Compare
plan quota: 88 / 120 runs left this month
Strategies / Mean Reversion v2 / New backtest

Configure your backtest

Pick the data window, venues, and cost model. Walk-forward and MEV simulation can be toggled on to stress-test the strategy.

01 Strategy
Source code or marketplace fork
Run committed version or working copy
02 Data window
Includes 6m of warmup before start
FROM
Jan 1, 2023
→
TO
May 11, 2026
3y 4m
Bar size; lower = more compute
03 Venues & markets
Multi-venue routing simulated
Pre-filled from strategy decl.
ETH /
$
USDC 0xa1...e8 · 0.05%
04 Capital & sizing
USDC denominated
$ 100,000
~36 ETH @ mid
How each entry is sized
% of NAV per trade 8.0%
0.5%25%
05 Cost model
Maker fee
5 bps
Taker fee
30 bps
Slippage curve
empirical · fitted
Gas model
historical · base
p50 0.4 gwei · p99 4.2 gwei
06 Stress testing
Re-fit params every window
enabled · 9 windows
In-sample
180 days
Out-of-sample
90 days
Step
90 days
Sandwich + frontrun probability
conservative · 1.2 bps avg Flashbots model
For reproducibility
42
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