About
What is it?
Backtide is an open-source backtesting platform for Python, built for retail investors who want to test trading ideas without drowning in infrastructure. It combines a fast Rust simulation engine with a friendly Python API, interactive UI, local storage, market-data integrations, built-in indicators, strategy templates, position sizers and analysis plots.
The goal is simple: go from market data to a reproducible backtest in minutes, while still keeping every important setting configurable when you want more control. Click here to get started.
What can I do with it?
Backtide covers the complete workflow for testing rule-based trading ideas: download and store market data, configure an experiment, run one or more strategies, benchmark the results, and inspect what happened with plots and trade-level analytics. Click on the icons to read more about its main functionalities.
Who is it intended for?
- Beginner retail investors who want to learn whether a trading idea would have worked historically before risking real money.
- Python users who want a clean API for market-data ingestion, technical indicators, strategy execution, storage and plotting without stitching together many separate tools.
- Tinkerers and strategy builders who want to compare built-in strategies, write custom strategies, test position sizing rules and inspect every order and trade.
- Data-minded investors who care about reproducibility: experiment configs, results, equity curves, orders and trades are persisted locally for later analysis.
- Educators and learners who want an approachable sandbox for portfolio mechanics, indicators, drawdowns, risk, currency conversion and benchmark comparisons.
Warning
Backtide is intended for research and education. It helps you test assumptions; it does not provide financial advice nor guarantee future returns.
Support
Backtide recognizes the support from JetBrains by providing core project contributors with a set of developer tools free of charge.
Data integrations
