Test the idea. Trade the evidence.

A refreshingly simple backtesting and live simulation platform for retail investors

Backtide is an open-source backtesting platform for Python, built for retail investors who want to test trading ideas without drowning in complexity. A Rust-powered core keeps simulations and simulated execution fast, while sensible defaults let you go from raw multi-exchange data to validated strategies in just a few lines of code. Run the same strategy objects against historical bars or public exchange WebSockets, without connecting a brokerage account.

Why you should use Backtide

Fast — Rust-powered engine runs backtests in a fraction of a second.
Simple — Sensible defaults mean a working backtest in minutes, not hours of configuration.
Flexible — Every parameter is exposed and customizable when you need full control.
Multi-exchange — Stocks, ETFs, forex and crypto from Yahoo, Binance, Kraken and more.
Batteries included — Built-in strategies and technical indicators out of the box.
Strategy studies — Rank parameter combinations and validate them with walk-forward testing.
Rich analytics — 20+ plots cover PnL, returns, drawdown and more.
Live simulation — Apply strategies to Binance, Coinbase, or Kraken WebSocket candles with local simulated fills.
Interactive UI — A packaged Vue app configures, runs, and analyzes backtests and live sessions visually.
Simple installation — Python wheels include the Rust extension and production frontend; users do not need Rust or Node.js.
Open source — MIT-licensed, community-driven and free forever.