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Backtest and Historical Ecosystem

Backtest and historical data ecosystem

Chronix is designed to reduce the gap between research, replay/backtest and live execution.

The backtest ecosystem is built around:

  • replay setup by venue, symbol, instrument group and time range;
  • historical market data;
  • tick-level replay;
  • market-data type selection: trades, book, TOB, funding, mark/index and liquidation streams where available;
  • configurable execution models;
  • fee, latency and queue model assumptions;
  • run status, result summaries and live-vs-backtest comparison;
  • strategy/runtime compatibility;
  • metrics export;
  • comparison between live and replay/backtest results.

Backtest is not only a local developer tool. It is an ecosystem that can be scaled for larger compute and distributed team workflows:

  • quants define strategies and test assumptions;
  • engineers maintain connectors, models and runtime contracts;
  • operators compare live behavior against replay/backtest results;
  • teams share datasets, runs, metrics and results;
  • compute can be scaled separately from the live trading runtime.

The strongest technical promise is compatibility between live and backtest concepts: market data, order intent, risk hooks, strategy metrics and telemetry should stay aligned so client teams do not maintain separate mental models for research and production.