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Backtest Grid Config for Mass Parameter Search

This guide explains how to configure a backtest grid in Redis and run mass tests with parameter combinations.

1. How Grid Backtests Work​

npx @tradejs/cli backtest reads a Redis config and builds a Cartesian product of parameter arrays.

Code path:

  • @tradejs/cli
  • @tradejs/node

Key points:

  • every grid field must be an array
  • one combination = one value from each field
  • total tests before --tests cap = tickers_count * combinations_count

2. Redis Key Format​

Use this key pattern:

  • users:<user>:backtests:configs:<Strategy>:<configName>

Example:

  • users:root:backtests:configs:AdaptiveMomentumRibbon:grid-v1

Important:

  • --config must be <Strategy>:<configName>
  • strategy name is taken from the first part before :

3. Example Grid Config​

Example for AdaptiveMomentumRibbon:

redis-cli JSON.SET users:root:backtests:configs:AdaptiveMomentumRibbon:grid-v1 '$' '{
  "ENV": ["BACKTEST"],
  "INTERVAL": ["15"],
  "MAKE_ORDERS": [true],
  "BACKTEST_PRICE_MODE": ["mid"],

  "AMR_MOMENTUM_PERIOD": [14, 20, 28],
  "AMR_BUTTERWORTH_SMOOTHING": [2, 3],
  "AMR_ATR_MULTIPLIER": [1.8, 2.2],

  "AMR_WAIT_CLOSE": [true],
  "AMR_SHOW_INVALIDATION_LEVELS": [true],
  "AMR_SHOW_KELTNER_CHANNEL": [true],
  "AMR_KC_LENGTH": [20],
  "AMR_KC_MA_TYPE": ["EMA"],
  "AMR_ATR_LENGTH": [14],
  "AMR_EXIT_ON_INVALIDATION": [true],
  "AMR_LOOKBACK_BARS": [300],
  "AMR_LINE_PLOTS": [["kcMidline", "kcUpper", "kcLower", "invalidationLevel"]],

  "LONG": [
    {"enable": true, "direction": "LONG", "TP": 1.5, "SL": 0.8},
    {"enable": true, "direction": "LONG", "TP": 2.0, "SL": 1.0}
  ],
  "SHORT": [
    {"enable": true, "direction": "SHORT", "TP": 2.0, "SL": 1.0}
  ],

  "AI_ENABLED": [false],
  "ML_ENABLED": [false],
  "ML_THRESHOLD": [0.1],
  "MIN_AI_QUALITY": [3]
}'

Combination count in this example:

  • 3 * 2 * 2 * 2 * 1 = 24 combinations
  • if ticker list has 120 symbols, full suite is 24 * 120 = 2880 tests

4. Run Mass Backtests​

Run:

npx @tradejs/cli backtest --user root --config AdaptiveMomentumRibbon:grid-v1 --connector bybit --timeframe 15 --tests 3000 --parallel 6

Useful scaling flags:

  • --tickers BTCUSDT,ETHUSDT,...
  • --tickersLimit 100
  • --exclude BTCUSDT,ETHUSDT
  • --tests 3000 hard cap for total suite
  • --parallel 6 worker count

5. Validate and Iterate​

Check config:

redis-cli JSON.GET users:root:backtests:configs:AdaptiveMomentumRibbon:grid-v1

Inspect winners:

npx @tradejs/cli results --strategy AdaptiveMomentumRibbon --coverage --user root

Promote best configs to runtime:

npx @tradejs/cli results --strategy AdaptiveMomentumRibbon --merge --user root

6. Common Mistakes​

  • scalar value instead of array ("INTERVAL": "15" is invalid for grid)
  • empty array in any field ([]) produces zero combinations
  • config key without strategy prefix (AdaptiveMomentumRibbon:<name>)
  • too many combinations without --tests limit