level2 Backtesting API

openapi: 3.1.0
info:
  title: Level2 Strategy Builder Backtesting API
  description: The Level2 Strategy Builder API provides programmatic access to market data, technical analysis, and trading strategy capabilities offered by the Level2 platform (by Bytemine Technologies Ltd.). It includes endpoints for retrieving candlestick pattern detection, ticker trend analysis, historical OHLC (Open-High-Low-Close) data, similar stock discovery, and company fundamental summaries. These endpoints power the Level2 visual no-code strategy builder used by over 50,000 traders to create, backtest, and deploy automated trading strategies without writing code.
  version: 1.0.0
  contact:
    name: Level2 Support
    url: https://www.trylevel2.com
  termsOfService: https://www.trylevel2.com/terms-and-conditions
servers:
- url: https://app.bytemine.io/api
  description: Primary API Server
- url: https://valhalla.bytemine.workers.dev
  description: Market Data Server
security:
- apiKeyPath: []
tags:
- name: Backtesting
  description: Endpoints for running backtests on strategies against historical market data to validate performance before live deployment.
paths:
  /broker/users/{userId}/strategies/{strategyId}/backtest:
    post:
      operationId: backtestUserStrategy
      summary: Backtest a user strategy
      description: Runs a backtest on the specified strategy against historical market data for the configured instruments and date range. Returns performance metrics including profit and loss, win rate, maximum drawdown, Sharpe ratio, and trade-by-trade results. Backtesting enables traders to validate strategy effectiveness before deploying with real capital.
      tags:
      - Backtesting
      parameters:
      - $ref: '#/components/parameters/userId'
      - $ref: '#/components/parameters/strategyId'
      requestBody:
        required: true
        content:
          application/json:
            schema:
              $ref: '#/components/schemas/BacktestRequest'
      responses:
        '200':
          description: Backtest completed successfully
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/BacktestResponse'
        '400':
          description: Invalid backtest parameters
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ErrorResponse'
        '401':
          description: Unauthorized - invalid or missing bearer token
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ErrorResponse'
        '404':
          description: Strategy or user not found
          content:
            application/json:
              schema:
                $ref: '#/components/schemas/ErrorResponse'
components:
  schemas:
    BacktestResponse:
      type: object
      description: Response containing the results of a strategy backtest including performance metrics and trade history.
      properties:
        strategyId:
          type: string
          description: The strategy that was backtested
        startDate:
          type: string
          format: date
          description: The start date of the backtest period
        endDate:
          type: string
          format: date
          description: The end date of the backtest period
        initialCapital:
          type: number
          format: float
          description: The starting capital used in the backtest
        finalCapital:
          type: number
          format: float
          description: The ending capital after the backtest
        totalReturn:
          type: number
          format: float
          description: Total return as a decimal (e.g., 0.15 for 15%)
        totalTrades:
          type: integer
          description: Total number of trades executed during the backtest
        winningTrades:
          type: integer
          description: Number of profitable trades
        losingTrades:
          type: integer
          description: Number of losing trades
        winRate:
          type: number
          format: float
          description: Win rate as a decimal between 0 and 1
          minimum: 0
          maximum: 1
        maxDrawdown:
          type: number
          format: float
          description: Maximum drawdown as a decimal
        sharpeRatio:
          type: number
          format: float
          description: Sharpe ratio of the strategy returns
        profitFactor:
          type: number
          format: float
          description: Ratio of gross profits to gross losses
        trades:
          type: array
          description: Detailed list of individual trades executed
          items:
            $ref: '#/components/schemas/BacktestTrade'
    BacktestTrade:
      type: object
      description: A single trade executed during a backtest.
      properties:
        entryDate:
          type: string
          format: date-time
          description: Timestamp when the trade was entered
        exitDate:
          type: string
          format: date-time
          description: Timestamp when the trade was exited
        side:
          type: string
          description: The trade direction
          enum:
          - long
          - short
        entryPrice:
          type: number
          format: float
          description: The price at which the trade was entered
        exitPrice:
          type: number
          format: float
          description: The price at which the trade was exited
        quantity:
          type: number
          format: float
          description: The number of shares or contracts traded
        pnl:
          type: number
          format: float
          description: The profit or loss for this trade in USD
        returnPct:
          type: number
          format: float
          description: The return percentage for this trade
        exitReason:
          type: string
          description: The reason the trade was exited
          enum:
          - take_profit
          - stop_loss
          - trailing_stop
          - exit_condition
          - end_of_backtest
    ErrorResponse:
      type: object
      description: Standard error response for broker API requests.
      properties:
        error:
          type: string
          description: A human-readable error message
        code:
          type: string
          description: A machine-readable error code
        details:
          type: object
          description: Additional error details when available
          additionalProperties: true
    BacktestRequest:
      type: object
      description: Request body specifying the parameters for a strategy backtest run.
      required:
      - startDate
      - endDate
      properties:
        startDate:
          type: string
          format: date
          description: The start date for the backtest period
        endDate:
          type: string
          format: date
          description: The end date for the backtest period
        initialCapital:
          type: number
          format: float
          description: The starting capital amount for the backtest in USD
          default: 100000
          minimum: 0
        commissionPerTrade:
          type: number
          format: float
          description: Commission cost per trade in USD
          default: 0
          minimum: 0
  parameters:
    userId:
      name: userId
      in: path
      required: true
      description: The unique identifier of the broker user on the Level2 platform.
      schema:
        type: string
    strategyId:
      name: strategyId
      in: path
      required: true
      description: The unique identifier of the trading strategy.
      schema:
        type: string
  securitySchemes:
    apiKeyPath:
      type: apiKey
      in: query
      name: api_key
      description: API key passed as a path parameter in the URL. Obtain your API key from the Level2 platform dashboard.
externalDocs:
  description: Level2 API Documentation
  url: https://guide.bytemine.io/technical-documentation/api-documentation