Portfolio backtesting across equities, ETFs and crypto

The tools that rank for portfolio backtesting test one asset class each. DepthFeed joins equities, ETFs, crypto spot, perpetual futures and recorded prediction-market order books onto a single time grid, so a rule can read an equity gap and act on a crypto position — or read either and act on a Kalshi contract — without you reconciling three vendors' timestamps by hand.

Most allocation backtesters run on daily or monthly closes, which hides everything that happens inside the bar — the gap you would actually have been filled at, the intraday drawdown that would have stopped you out. The base series here is one minute, so a rebalance rule is tested against the prices a rebalance would really have touched.

History follows your plan, and bars use the same window as order-book depth: 7 days on the free Explorer tier, 30 on Quant, 90 on Research, and the full available history for each instrument on Desk. Long-horizon work — multi-year allocation studies, regime comparisons across cycles — is a Desk workload. Shorter windows are enough to validate a rule before you commit to the archive.

Research and above export the strategy, the trades and the run itself in a portable form. That is the difference between a backtest you can publish and a screenshot: someone else can load the export, re-run it, and get your numbers — or find where they diverge.

These are source-attributed bars, not a consolidated (SIP) feed. For research, backtesting and signal work that distinction rarely matters; for best-execution reporting or regulatory record-keeping it does, and you should use a consolidated tape instead. One-minute is the finest resolution — the coarser frames are rolled up from it, so a 1-hour bar and sixty 1-minute bars always agree.