TL;DR
The SOL 50 day trend rule lost 10.41% in 2024 with 43.04% maximum drawdown. It buys only while unheld and above the average, then sells when the trend state ends. The $10,000 test used 95% entry allocation and 0.7% per-fill crypto fees; its displayed holding comparisons are SPY and BTC. Follow the captured fills, cash and positions before changing allocation or testing new dates.
Completed 2024 backtest
- SOL 50-day trend 2024-12-31, 21:00:00 UTC
- 8,958.59
- SPY buy and hold 2024-12-31, 21:00:00 UTC
- 12,530.29
- BTC buy and hold 2024-12-31, 21:00:00 UTC
- 21,926.92
Show the table · 11 rows, 2 columns
Scroll sideways to compare all columns. Select a heading to sort.
| Status | COMPLETE |
| Backtest return | -10.41% |
| Reported maximum drawdown | 43.04% |
| SPY buy-and-hold return | 25.30% |
| BTC buy-and-hold return | 119.27% |
| Total recorded trading fees | $1102.99 |
| Engine closed-trade count | 23 |
| Starting capital | $10000.00 |
| Ending portfolio value | $8958.59 |
| Ending cash | $8958.59 |
| Ending position value | $0.00 |
No matching rows. Clear the filter to see all records.
This saved algorithm completed a Day backtest from 2024-01-01 through 2024-12-31, with $10000.00 starting capital. The chart includes all 744 exported history points.
Compare the strategy with SPY and BTC buy and hold. Each benchmark invests the full $10000.00 starting balance over the same 2024 period. SPY follows its trading sessions; BTC includes weekends. This algorithm follows its own allocation and entry/exit rules, with 0.7% of traded notional charged on each fill. Explore cash and position values to see how capital was deployed.
Follow the example
Read this pair's entry and exit
Read this pair’s entry condition, purchase amount and exit in the saved rules below.
- Entry
- Saved rule: Price > SMA(50, Day) AND position value = 0
- Exit
- Saved rule: Price <= SMA(50, Day) AND position value > 0
- Allocation
- Saved rule: 95% of buying power per entry; sell 100% of held units on exit
- Pair
- Saved rule: SOL-USD
The plain-language purpose matches the saved rules below. Keep the rule, purchase size and exit together when creating your version.
- SOL 50-day trend 2024-12-31, 21:00:00 UTC
- 8,958.59
- SPY buy and hold 2024-12-31, 21:00:00 UTC
- 12,530.29
- BTC buy and hold 2024-12-31, 21:00:00 UTC
- 21,926.92
Completed 2024 backtest
Explore the completed 2024 simulation shown near the top. Compare its recorded return and drawdown with the plotted benchmarks, then follow the captured fills. The original history, fees and execution assumptions remain available.
The exact stored history shown here, with its source's period, comparisons and limits. Opening the walkthrough does not rerun it.
Preview this strategy in Aurora
Review the provided strategy request without changing its pair or sizing. Ask for a draft preview before any saved candidate or paid test.
An inspectable candidate. New dates or a changed rule define another experiment, not the published result.
Choose a step to follow the example. Opening a request lets you review it; it does not submit a job or change your account.
Inspect the recorded trades
Jan 01, 2024
PairSOL-USD
SideBuy
Units (rounded)90.73543722
Submitted price$104.70
Filled price$104.70
Fee$66.50
Jan 22, 2024
PairSOL-USD
SideSell
Units (rounded)90.10028916
Submitted price$87.12
Filled price$87.12
Fee$54.95
Jan 22, 2024
PairSOL-USD
SideSell
Units (rounded)0.63514806
Submitted price$85.49
Filled price$85.49
Fee$0.38
Jan 26, 2024
PairSOL-USD
SideBuy
Units (rounded)85.34449196
Submitted price$92.19
Filled price$92.19
Fee$55.08
Feb 05, 2024
PairSOL-USD
SideSell
Units (rounded)84.74708052
Submitted price$95.65
Filled price$95.65
Fee$56.74
Feb 06, 2024
PairSOL-USD
SideSell
Units (rounded)0.59741144
Submitted price$94.25
Filled price$94.25
Fee$0.39
Feb 06, 2024
PairSOL-USD
SideBuy
Units (rounded)82.56535956
Submitted price$97.39
Filled price$97.39
Fee$56.29
Feb 07, 2024
PairSOL-USD
SideSell
Units (rounded)81.98740204
Submitted price$95.57
Filled price$95.57
Fee$54.85
Recorded rows in source order; spacing does not represent elapsed time.
Show the table · 8 rows, 7 columns
Scroll sideways to compare all columns. Select a heading to sort.
| Jan 01, 2024 | SOL-USD | Buy | 90.73543722 | $104.70 | $104.70 | $66.50 |
| Jan 22, 2024 | SOL-USD | Sell | 90.10028916 | $87.12 | $87.12 | $54.95 |
| Jan 22, 2024 | SOL-USD | Sell | 0.63514806 | $85.49 | $85.49 | $0.38 |
| Jan 26, 2024 | SOL-USD | Buy | 85.34449196 | $92.19 | $92.19 | $55.08 |
| Feb 05, 2024 | SOL-USD | Sell | 84.74708052 | $95.65 | $95.65 | $56.74 |
| Feb 06, 2024 | SOL-USD | Sell | 0.59741144 | $94.25 | $94.25 | $0.39 |
| Feb 06, 2024 | SOL-USD | Buy | 82.56535956 | $97.39 | $97.39 | $56.29 |
| Feb 07, 2024 | SOL-USD | Sell | 81.98740204 | $95.57 | $95.57 | $54.85 |
No matching rows. Clear the filter to see all records.
Follow the Filled events by pair, side and time. Compare the submitted price, filled price, fractional quantity and fee. This table shows up to eight orders from the captured excerpt (34 Filled events).
For a percentage fee, multiply the traded notional by 0.007. To follow a position, start with a purchase and inspect subsequent sale quantities, remaining holdings and cash flows. For the weekly accumulation example, follow each purchase and the resulting position value.
The algorithm
Entry
Price > SMA(50, Day) AND position value = 0
Exit
Price <= SMA(50, Day) AND position value > 0
Allocation
95% of buying power per entry; sell 100% of held units on exit
Pair
SOL-USD
Execution
Market; fractional units enabled
Starting capital
$10,000; no additional deposits
Show the table · 6 rows, 2 columns
| Decision | Saved rule |
|---|---|
| Entry | Price > SMA(50, Day) AND position value = 0 |
| Exit | Price <= SMA(50, Day) AND position value > 0 |
| Allocation | 95% of buying power per entry; sell 100% of held units on exit |
| Pair | SOL-USD |
| Execution | Market; fractional units enabled |
| Starting capital | $10,000; no additional deposits |
No matching rows. Clear the filter to see all records.
This example trades SOL-USD as a spot Cryptocurrency asset. The saved rules were read back and verified with automated trading off.
Create the same strategy
Ask Aurora to build the rules above, review the preview, then save the draft with automated trading off. Confirm the Cryptocurrency pair, allocation and entry and exit conditions in the saved rules.
In the native Strategies editor, use Buy and Sell actions with the same Cryptocurrency pair. Add the indicator and position-value conditions shown above. The weekly accumulation example uses a single Buy rule with a seven-day DaysSinceOrder condition.
Plan a separate variant and later test
Review the optional next experiment
After reviewing the recorded example, use the prepared request above for the original rules. This optional plan covers a separate variant and a later test.
Create one variant, then test unseen dates
Ask: "Change only the entry allocation from 95% to 75% of buying power. Show the rule diff and compare both candidates on the 2024 development period with every other setting fixed." After choosing, freeze the rules and select another test period you have not inspected. The displayed 2024 results already make 2024 a viewed development period. Keep any later revisions in a new research cycle.
Create and backtest with Python
Use the Python SDK instead of Aurora
Python SDK 1.42.0. Save the runner below as run_sol_trend_following.py.
Install and download
python3 -m pip install nexustrade==1.42.0
export NEXUSTRADE_API_KEY="YOUR_API_KEY"
curl --fail --output sol_trend_following.py https://nexustrade.io/seo/strategy-examples/sol-trend-following.py
Create, test and inspect
from sol_trend_following import create_sol_trend_following, backtest_sol_trend_following
book = create_sol_trend_following()
completed = backtest_sol_trend_following()
print(completed["result"])
Run
python3 run_sol_trend_following.py
Python strategy and backtest functions
View complete Python SDK functions
The backtest function submits the 2024 test with SPY as its benchmark, records events and waits for the result. Use a new request key when changing rules, dates or fees.
import nexustrade as nt
def create_sol_trend_following():
asset = nt.crypto_asset("SOL-USD")
return nt.portfolio(
"Public SEO crypto example - SOL 50-day trend",
[
nt.strategy(
"Enter SOL 50-day trend",
((nt.Price(asset) > nt.SMA(asset, 50, "Day")) & (nt.PositionValue(asset) == nt.Value(0))),
nt.buy(asset, 95, "percent of buying power")
),
nt.strategy(
"Exit SOL 50-day trend",
((nt.Price(asset) <= nt.SMA(asset, 50, "Day")) & (nt.PositionValue(asset) > nt.Value(0))),
nt.sell(asset, 100, "percent of current positions")
),
],
initial_value=10000,
supports_crypto=True,
supports_fractional_shares=True,
alerts_enabled=False,
dividend_policy='cash',
)
def backtest_sol_trend_following(client=None):
client = client or nt.NexusTradeClient.from_environment()
operation = client.create_backtest(
nt.backtest(
create_sol_trend_following(),
start_date="2024-01-01", end_date="2024-12-31",
interval="Day", baseline_symbol="SPY",
initial_value=10000, generate_events=True,
dividend_policy="cash",
fee_config={"Stock": {"type": "percent", "amount": 0.1},
"Cryptocurrency": {"type": "percent", "amount": 0.7},
"Option": {"type": "dollars", "amount": 0.65}},
),
idempotency_key="explore-sol-trend-following-2024-spy-v1",
)
return client.wait_for_backtest(operation["id"])
# Build locally: book = create_sol_trend_following()
# Run and inspect: completed = backtest_sol_trend_following(); print(completed["result"])
Create and backtest with TypeScript
Use the TypeScript SDK instead of Aurora
TypeScript SDK 1.42.0. Save the runner below as run-sol-trend-following.ts.
Install and download
npm install nexustrade@1.42.0
npm install --save-dev tsx
export NEXUSTRADE_API_KEY="YOUR_API_KEY"
curl --fail --output sol-trend-following.ts https://nexustrade.io/seo/strategy-examples/sol-trend-following.ts
Create, test and inspect
import { createSolTrendFollowing, backtestSolTrendFollowing } from "./sol-trend-following";
async function main() {
const book = createSolTrendFollowing();
const completed = await backtestSolTrendFollowing();
console.log(completed.result);
}
main().catch((error: unknown) => {
console.error(error);
process.exitCode = 1;
});
Run
npx tsx run-sol-trend-following.ts
TypeScript strategy and backtest functions
View complete TypeScript SDK functions
The same rules, dates and fees are used in both SDKs. The backtest function keeps its request key across retries.
import * as nt from "nexustrade";
export function createSolTrendFollowing() {
const asset = nt.cryptoAsset("SOL-USD");
return nt.portfolio(
"Public SEO crypto example - SOL 50-day trend",
[
nt.strategy(
"Enter SOL 50-day trend",
nt.and(
nt.gt(nt.Price(asset), nt.SMA(asset, 50, "Day")),
nt.eq(nt.PositionValue(asset), nt.Value(0))
),
nt.buy(asset, 95, "percent of buying power")
),
nt.strategy(
"Exit SOL 50-day trend",
nt.and(
nt.lte(nt.Price(asset), nt.SMA(asset, 50, "Day")),
nt.gt(nt.PositionValue(asset), nt.Value(0))
),
nt.sell(asset, 100, "percent of current positions")
),
],
{ initialValue: 10000, supportsCrypto: true, supportsFractionalShares: true, alertsEnabled: false, dividendPolicy: "cash" }
);
}
export async function backtestSolTrendFollowing(client = new nt.NexusTradeClient()) {
const operation = await client.createBacktest(
nt.backtest(createSolTrendFollowing(), {
startDate: "2024-01-01", endDate: "2024-12-31",
interval: "Day", baselineSymbol: "SPY",
initialValue: 10000, generateEvents: true,
dividendPolicy: "cash",
feeConfig: {
Stock: { type: "percent", amount: 0.1 },
Cryptocurrency: { type: "percent", amount: 0.7 },
Option: { type: "dollars", amount: 0.65 },
},
}),
{ idempotencyKey: "explore-sol-trend-following-2024-spy-v1" }
);
if (typeof operation.id !== "string") throw new Error("Missing backtest ID");
return client.waitForBacktest(operation.id);
}
// Build locally: const book = createSolTrendFollowing();
// Run and inspect: const completed = await backtestSolTrendFollowing(); console.log(completed.result);
Understand this entry with Aurora
SOL-USD price > SOL-USD 50 day SMA
Left value142.83>Right value141.9847ResultTrueSOL-USD position value = constant
Left value0=Right value0ResultTrue
Show the table · 2 rows, 5 columns
Scroll sideways to compare all columns. Select a heading to sort.
| SOL-USD price > SOL-USD 50 day SMA | 142.83 | > | 141.9847 | True |
| SOL-USD position value = constant | 0 | = | 0 | True |
No matching rows. Clear the filter to see all records.
At 2024-10-11T13:30:00.000Z, the recorded rule was: SOL-USD last price > 50 Day SOL-USD SMA and Position market value (SOL-USD) = Constant 0. Its overall result was true. Read the individual comparisons below, then ask Aurora to explain how they led to the action.
The signal requested 95 percent of buying power at a submitted price of 142.83. 1 captured Filled order shares this timestamp; Aurora receives those fields with the signal.
Inspect the original signal record
View captured signal JSON
{
"eventType": "BuySignal",
"event": {
"eventType": "BuySignal",
"timestamp": "2024-10-11T13:30:00.000Z",
"signals": [
{
"conditionName": "SOL-USD last price > 50 Day SOL-USD SMA and Position market value (SOL-USD) = Constant 0",
"audit": {
"type": "minimal",
"results": {
"0.0": {
"isTrue": true,
"lhsValue": 142.8300018310547,
"rhsValue": 141.9847004699707,
"lhsError": null,
"rhsError": null,
"comparison": "greaterThan"
},
"0.1": {
"isTrue": true,
"lhsValue": 0,
"rhsValue": 0,
"lhsError": null,
"rhsError": null,
"comparison": "equal"
}
},
"failuresOnly": false
},
"isTrue": true,
"actionName": "Buy",
"actionMetadata": {
"buyOrSell": {
"targetAsset": {
"name": "SOL-USD",
"symbol": "SOL-USD",
"type": "Cryptocurrency",
"underlyingSymbol": null,
"optionType": null,
"expirationDate": null,
"strikePrice": null,
"multiplier": null
},
"allocation": {
"type": "percent of buying power",
"amount": 95
},
"price": 142.8300018310547,
"orderType": "Market Order"
}
},
"orderExecution": {
"type": "Market"
}
}
]
},
"timestamp": 1728653400000
}Explore a drawdown period
Show the table · 2 rows, 4 columns
Scroll sideways to compare all columns. Select a heading to sort.
| 2024-01-02T14:30:00.000Z | $10629.44 | $433.50 | $10195.94 |
| 2024-10-11T13:30:00.000Z | $6054.81 | $264.23 | $5790.58 |
No matching rows. Clear the filter to see all records.
Follow the decline from Jan 02, 2024 to Oct 11, 2024. The table retains the recorded portfolio, cash and position values. The engine reported maximum drawdown of 43.04%.
Test another version
Change one rule or choose a different date range, then compare the resulting curve and trade events with this saved experiment. Explore which trades, fees and periods explain the difference.
Exact captured fill fields
2024-01-01T14:30:00.000Z
PairSOL-USD
SideBuy
Units90.7354372196999
Submitted price$104.70
Filled price$104.70
Fee$66.50
2024-01-22T14:30:00.000Z
PairSOL-USD
SideSell
Units90.100289159162
Submitted price$87.12
Filled price$87.12
Fee$54.95
2024-01-22T21:00:00.000Z
PairSOL-USD
SideSell
Units0.635148060537901
Submitted price$85.49
Filled price$85.49
Fee$0.38
2024-01-26T21:00:00.000Z
PairSOL-USD
SideBuy
Units85.34449195891952
Submitted price$92.19
Filled price$92.19
Fee$55.08
2024-02-05T21:00:00.000Z
PairSOL-USD
SideSell
Units84.74708051520709
Submitted price$95.65
Filled price$95.65
Fee$56.74
2024-02-06T14:30:00.000Z
PairSOL-USD
SideSell
Units0.5974114437124314
Submitted price$94.25
Filled price$94.25
Fee$0.39
2024-02-06T21:00:00.000Z
PairSOL-USD
SideBuy
Units82.56535956000667
Submitted price$97.39
Filled price$97.39
Fee$56.29
2024-02-07T14:30:00.000Z
PairSOL-USD
SideSell
Units81.98740204308662
Submitted price$95.57
Filled price$95.57
Fee$54.85
Recorded rows in source order; spacing does not represent elapsed time.
Inspect full UTC times and exact fractional quantities
Scroll sideways to compare all columns. Select a heading to sort.
| 2024-01-01T14:30:00.000Z | SOL-USD | Buy | 90.7354372196999 | $104.70 | $104.70 | $66.50 |
| 2024-01-22T14:30:00.000Z | SOL-USD | Sell | 90.100289159162 | $87.12 | $87.12 | $54.95 |
| 2024-01-22T21:00:00.000Z | SOL-USD | Sell | 0.635148060537901 | $85.49 | $85.49 | $0.38 |
| 2024-01-26T21:00:00.000Z | SOL-USD | Buy | 85.34449195891952 | $92.19 | $92.19 | $55.08 |
| 2024-02-05T21:00:00.000Z | SOL-USD | Sell | 84.74708051520709 | $95.65 | $95.65 | $56.74 |
| 2024-02-06T14:30:00.000Z | SOL-USD | Sell | 0.5974114437124314 | $94.25 | $94.25 | $0.39 |
| 2024-02-06T21:00:00.000Z | SOL-USD | Buy | 82.56535956000667 | $97.39 | $97.39 | $56.29 |
| 2024-02-07T14:30:00.000Z | SOL-USD | Sell | 81.98740204308662 | $95.57 | $95.57 | $54.85 |
No matching rows. Clear the filter to see all records.
Exact drawdown measurement
Read the exact snapshot timestamps and measurement comparison
The largest decline between exported snapshots was 43.04%, from $10629.44 at 2024-01-02T14:30:00.000Z to $6054.81 at 2024-10-11T13:30:00.000Z. The reported maximum drawdown is 43.04%. Explore the trades and holdings around those dates.
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