Solutions // Crypto Backtesting
Crypto Backtesting Data API
Stop overfitting to historical patterns. Generate unlimited synthetic crypto scenarios for rigorous strategy validation across perpetuals, spot, and DeFi markets.
Why Synthetic Data for Crypto?
Crypto markets are uniquely volatile. Historical data captures only one realized path. When your strategy works on historical BTC data, you have no idea if it survives the next regime change.
Aleatoric generates deterministic synthetic scenarios that preserve real market statistics while exploring counterfactual regimes your strategy has never seen.
Supported Venues
- Binance Perpetuals: BTCUSDT, ETHUSDT, SOLUSDT with realistic funding mechanics
- HyperLiquid: On-chain perpetuals with venue-specific funding curves
- OKX / Bybit: Multi-venue simulation for cross-exchange arbitrage
- CME / SGX: Traditional futures for institutional crypto derivatives
What You Get
- L2 Order Book Depth: Realistic bid/ask spreads with queue position modeling
- Funding Rate Simulation: Venue-specific funding mechanics
- Trade Flow: Synthetic trades with realistic volume profiles
- Liquidation Cascades: Model leverage-driven liquidation events
- Deterministic Seeds: Every dataset is reproducible via manifest
Use Cases
- Perpetual Trading: Test funding rate arbitrage and basis trades
- Market Making: Validate quote placement and inventory management
- Risk Models: Stress test VaR calculations against tail scenarios
- ML Training: Augment historical data for alpha discovery
FAQ
Can I reproduce the same backtest later?
Yes. Every dataset is tied to a manifest and deterministic seed for exact replay.
Do you support cross-venue backtests?
Multi-venue configurations allow consistent scenario comparisons across venues.