Backtesting
Test a strategy on historical data, with fees, before risking real money.
Quick comparison
| Tool | Cost | Price | Open source | Level | Markets / uses |
|---|---|---|---|---|---|
| Backtesting.py | Free | Free (open source) | Yes | Beginner | Anything with historical data |
| Backtrader | Free | Free (open source) | Yes | Intermediate | Anything with historical data (stocks, crypto, FX…) |
| bt | Free | Free (open source) | Yes | Intermediate | Any asset with price data |
| NautilusTrader | Free | Free (open source) | Yes | Advanced | Crypto (CEX and DEX), FX, Equities, Futures, Options, Betting exchanges (depending on the connector) |
| PyBroker | Free | Free (source available) | No | Intermediate | Stocks, Crypto |
| QuantConnect (LEAN) | Free plan | Free plan with backtesting; live trading requires a paid plan | No | Intermediate | Equities, Indexes, FX, Crypto, Futures, Options |
| vectorbt | Free | Open version free | No | Advanced | Anything with historical data |
| Zipline Reloaded | Free | Free (open source) | Yes | Intermediate | Stocks |
Reviews
Backtesting.py
Lightweight Python library to backtest a strategy on one asset with very little code.
Backtrader
Classic Python library for backtesting strategies, widely used in tutorials.
bt
Python library to backtest portfolio strategies (allocation, weighting, rebalancing) built from reusable building blocks.
NautilusTrader
High-performance algorithmic trading platform (Rust core, used from Python) that runs the same strategy code in backtests and live.
PyBroker
Python framework for backtesting trading strategies, especially machine-learning ones, with a Numba-accelerated engine and walk-forward analysis.
QuantConnect (LEAN)
Cloud platform to research, backtest and trade strategies, built on the open-source LEAN engine.
vectorbt
Python library for very fast vectorized backtests, ideal for testing thousands of parameter combinations.
Zipline Reloaded
Community-maintained version of Zipline, the event-driven Python backtester originally built and used by Quantopian.
Not sure which one fits?
Tell us your goal and we will recommend, or build, the right bot.
What people build with these
Monthly rebalancing and DCA
Buys your ETFs on schedule and rebalances to target weights, with a report each month.
Momentum rotation strategy
Ranks a universe each month and rotates into the strongest, fully backtested first.
Strategy health report
🔥 High demandWeekly comparison of live results vs backtest expectations to detect when an edge fades.