BTC Strategy Data API
Read-only backtested / modelled historical performance data for a set of BTC trading strategies, for professional / institutional use under a global license.
Past performance is not indicative of future results — factual historical data, not investment advice, not a recommendation, not a forecast.
Envelope: every success is { data, meta, links }; every error is { error: {code, message, details}, meta }. meta carries the factual register, dataset_version, generated_utc, and timing_ms.
Risk rescale: risk_pct linearly rescales returns (ret' = ret × risk/base_risk); curve recompounded and CAGR/max-drawdown recomputed. Sharpe, Sortino and correlation are scale-invariant. risk_pct is clamped to max_modelled_risk_pct.
Versioning: Endpoints are versioned under /v1. Additive, backward-compatible changes ship within v1. Breaking changes ship under /v2; the prior version is supported for at least 90 days with Deprecation and Sunset response headers. Field removals/renames and any envelope change are considered breaking.
Access: ALL historical data is free — no key required. Catalogue, correlation, per-strategy stats/returns/curve, full export, and book-level summary are open so you can verify every track record against your own model. Aliases only — strategy mechanism stays sealed. The live signals are the product (separate keyed API). Rate limits: none today. See the docs to subscribe for live signals.
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