level2 Backtesting API
Endpoints for running backtests on strategies against historical market data to validate performance before live deployment.
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OpenAPI Specification
openapi: 3.2.0
info:
title: Level2 TradeStation Integration Backtesting API
description: The Level2 TradeStation Integration API enables broker partners to embed the Level2 visual strategy builder into their trading platforms and manage user strategies programmatically. This API connects the Level2 no-code strategy builder with TradeStation Securities brokerage accounts, allowing traders to create automated strategies using a drag-and-drop interface and execute them in real time through their TradeStation accounts. The API supports strategy lifecycle management including creation, retrieval, updating, deployment, and deletion of user strategies, as well as backtesting against historical market data.
version: 1.0.0
contact:
name: Level2 Broker Support
url: https://learn.trylevel2.com/docs/category/brokers
termsOfService: https://www.trylevel2.com/terms-and-conditions
servers:
- url: https://api.trylevel2.com/v1
description: Production Server
security:
- bearerAuth: []
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:
bearerAuth:
type: http
scheme: bearer
bearerFormat: JWT
description: Bearer token authentication for broker API access. Tokens are issued to broker partners during the integration onboarding process.
externalDocs:
description: Level2 Broker API Documentation
url: https://learn.trylevel2.com/docs/Broker/API/update-user-strategy