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Strategy backtesting is live on OpenMarket. Free, for everyone. Most backtesters simulate a market that doesn't exist: no funding, no liquidations, fills at exactly the price you hoped for. Ours simulates the market you actually trade. Trade perps? Declare instrument="perps" and the engine runs real isolated-margin math: it tracks... your liquidation price from your leverage and maintenance margin, and if a bar gaps through the level, you're filled at the worse price. Like live. Funding isn't a checkbox. funding="data" settles the recorded funding rates from your venue against your position, so the liquidation line creeps closer while you hold, and your funding bill shows up as a line item in the results. Fees split maker/taker the way your venue routes them, and slippage can walk the recorded order book level by level, so size costs what size costs. And when a stop and a target land in the same candle, we resolve it with finer recorded data, down to 1m. When we can't, we assume the worst and count the guess. Every run reports its own precision: your backtest tells you when it guessed. A strategy is 15 lines of kScript, templates included, and it runs on any market on your chart: your Hyperliquid setup with real funding data, your Binance perp, your spot pairs.show more

OpenMarket

23,870 subscribers

10,021 views • 2 months ago •via X (Twitter)

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10 Comments

Tomis Gottenberger2 months ago

Please bring non time bars.

auf2 months ago

Adding to my workflow rn

Lily Vale2 months ago

Really inspiring! 🚀 Let's talk.

evgeniy2 months ago

> we resolve it with finer recorded data, down to 1m

.smirk2 months ago

Y'all shipping 🔥

OFFICIAL2 months ago

This us a solid one

traseq1 month ago

The setup is worth discussing. I would want Move spot fees, slippage, symbol universe, and date range before the headline result. before giving the conclusion much weight. Without that boundary, the reply can sound smart without improving the decision.

Zabadi2 months ago

You're cooking 🔥🔥

Fundai2 months ago

Perp funding is a cleaner signal when it is checked against venue liquidity. The signal is stronger if positioning persists without liquidity thinning out.

LiquidVol2 months ago

Tick data solves event ordering, but not counterfactual execution. Once a strategy places an order, it changes queue position and potentially the book itself. How do you model queue priority, partial fills, cancel latency, and market impact when the historical tape never contained that order?

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79,047 views • 1 month ago

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183,618 views • 9 days ago

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358,720 views • 9 months ago

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