TradingSignalBacktest.json

{
  "name": "Trading Signal Backtest",
  "nodes": [
    {
      "parameters": {},
      "name": "Start",
      "type": "n8n-nodes-base.start",
      "typeVersion": 1,
      "position": [250, 300]
    },
    {
      "parameters": {
        "operation": "executeQuery",
        "query": "SELECT * FROM signals WHERE back_test_result IS NULL ORDER BY timestamp ASC",
        "options": {}
      },
      "name": "Get Signals to Backtest",
      "type": "n8n-nodes-base.postgres",
      "typeVersion": 2,
      "position": [450, 300],
      "credentials": {
        "postgres": {
          "id": "YOUR_POSTGRES_CREDENTIAL_ID",
          "name": "PostgreSQL account"
        }
      }
    },
    {
      "parameters": {
        "batchSize": 1,
        "options": {}
      },
      "name": "Loop Over Signals",
      "type": "n8n-nodes-base.splitInBatches",
      "typeVersion": 3,
      "position": [650, 300]
    },
    {
      "parameters": {
        "url": "=https://api.binance.com/api/v3/klines",
        "method": "GET",
        "queryParameters": {
          "parameters": [
            {
              "name": "symbol",
              "value": "={{ $json.symbol.trim() }}"
            },
            {
              "name": "interval",
              "value": "1m"
            },
            {
              "name": "startTime",
              "value": "={{ new Date($json.timestamp).getTime() }}"
            },
            {
              "name": "limit",
              "value": "500"
            }
          ]
        },
        "options": {}
      },
      "name": "Fetch 500 Candles",
      "type": "n8n-nodes-base.httpRequest",
      "typeVersion": 4,
      "position": [850, 300]
    },
    {
      "parameters": {
        "mode": "runOnceForAllItems",
        "jsCode": "// Get signal data from first input\nconst signal = $input.first().json;\n\n// Get candle data from HTTP request\nconst candles = $input.first().json;\n\n// Extract signal parameters\nconst direction = signal.direction.trim();\nconst entryPrice = parseFloat(signal.entry_price);\nconst stopLoss = parseFloat(signal.sl);\nconst tp1 = parseFloat(signal.tp_1);\nconst tp2 = parseFloat(signal.tp_2);\nconst tp3 = parseFloat(signal.tp_3);\nconst signalId = signal.id;\nconst symbol = signal.symbol.trim();\n\n// Initialize result object\nconst result = {\n  signal_id: signalId,\n  symbol: symbol,\n  direction: direction,\n  entry_price: entryPrice,\n  sl_hit: false,\n  tp1_hit: false,\n  tp2_hit: false,\n  tp3_hit: false,\n  bars_to_sl: null,\n  bars_to_tp1: null,\n  bars_to_tp2: null,\n  bars_to_tp3: null,\n  max_profit_pct: 0,\n  max_drawdown_pct: 0,\n  final_result: 'OPEN',\n  pnl_pct: 0,\n  exit_bar: null,\n  total_bars: candles.length\n};\n\n// Process each candle\nfor (let i = 0; i < candles.length; i++) {\n  const candle = candles[i];\n  const open = parseFloat(candle[1]);\n  const high = parseFloat(candle[2]);\n  const low = parseFloat(candle[3]);\n  const close = parseFloat(candle[4]);\n  const timestamp = candle[0];\n  \n  if (direction === 'LONG') {\n    // Check stop loss (price goes down to low)\n    if (!result.sl_hit && low <= stopLoss) {\n      result.sl_hit = true;\n      result.bars_to_sl = i + 1;\n      result.final_result = 'STOP_LOSS';\n      result.pnl_pct = ((stopLoss - entryPrice) / entryPrice) * 100;\n      result.exit_bar = i + 1;\n      break; // Exit on stop loss\n    }\n    \n    // Check take profits (price goes up to high)\n    if (!result.tp1_hit && high >= tp1) {\n      result.tp1_hit = true;\n      result.bars_to_tp1 = i + 1;\n      if (!result.final_result || result.final_result === 'OPEN') {\n        result.final_result = 'TP1';\n        result.pnl_pct = ((tp1 - entryPrice) / entryPrice) * 100;\n        result.exit_bar = i + 1;\n      }\n    }\n    \n    if (!result.tp2_hit && high >= tp2) {\n      result.tp2_hit = true;\n      result.bars_to_tp2 = i + 1;\n      if (result.final_result === 'TP1' || result.final_result === 'OPEN') {\n        result.final_result = 'TP2';\n        result.pnl_pct = ((tp2 - entryPrice) / entryPrice) * 100;\n        result.exit_bar = i + 1;\n      }\n    }\n    \n    if (!result.tp3_hit && high >= tp3) {\n      result.tp3_hit = true;\n      result.bars_to_tp3 = i + 1;\n      result.final_result = 'TP3';\n      result.pnl_pct = ((tp3 - entryPrice) / entryPrice) * 100;\n      result.exit_bar = i + 1;\n      break; // Exit on TP3\n    }\n    \n    // Track max profit and drawdown\n    const currentProfit = ((high - entryPrice) / entryPrice) * 100;\n    const currentDrawdown = ((low - entryPrice) / entryPrice) * 100;\n    \n    if (currentProfit > result.max_profit_pct) {\n      result.max_profit_pct = currentProfit;\n    }\n    if (currentDrawdown < result.max_drawdown_pct) {\n      result.max_drawdown_pct = currentDrawdown;\n    }\n    \n  } else if (direction === 'SHORT') {\n    // Check stop loss (price goes up to high)\n    if (!result.sl_hit && high >= stopLoss) {\n      result.sl_hit = true;\n      result.bars_to_sl = i + 1;\n      result.final_result = 'STOP_LOSS';\n      result.pnl_pct = ((entryPrice - stopLoss) / entryPrice) * 100;\n      result.exit_bar = i + 1;\n      break; // Exit on stop loss\n    }\n    \n    // Check take profits (price goes down to low)\n    if (!result.tp1_hit && low <= tp1) {\n      result.tp1_hit = true;\n      result.bars_to_tp1 = i + 1;\n      if (!result.final_result || result.final_result === 'OPEN') {\n        result.final_result = 'TP1';\n        result.pnl_pct = ((entryPrice - tp1) / entryPrice) * 100;\n        result.exit_bar = i + 1;\n      }\n    }\n    \n    if (!result.tp2_hit && low <= tp2) {\n      result.tp2_hit = true;\n      result.bars_to_tp2 = i + 1;\n      if (result.final_result === 'TP1' || result.final_result === 'OPEN') {\n        result.final_result = 'TP2';\n        result.pnl_pct = ((entryPrice - tp2) / entryPrice) * 100;\n        result.exit_bar = i + 1;\n      }\n    }\n    \n    if (!result.tp3_hit && low <= tp3) {\n      result.tp3_hit = true;\n      result.bars_to_tp3 = i + 1;\n      result.final_result = 'TP3';\n      result.pnl_pct = ((entryPrice - tp3) / entryPrice) * 100;\n      result.exit_bar = i + 1;\n      break; // Exit on TP3\n    }\n    \n    // Track max profit and drawdown\n    const currentProfit = ((entryPrice - low) / entryPrice) * 100;\n    const currentDrawdown = ((entryPrice - high) / entryPrice) * 100;\n    \n    if (currentProfit > result.max_profit_pct) {\n      result.max_profit_pct = currentProfit;\n    }\n    if (currentDrawdown < result.max_drawdown_pct) {\n      result.max_drawdown_pct = currentDrawdown;\n    }\n  }\n}\n\n// If no exit, mark as timeout\nif (result.final_result === 'OPEN') {\n  result.final_result = 'TIMEOUT';\n  result.exit_bar = candles.length;\n}\n\n// Round percentages\nresult.max_profit_pct = Math.round(result.max_profit_pct * 100) / 100;\nresult.max_drawdown_pct = Math.round(result.max_drawdown_pct * 100) / 100;\nresult.pnl_pct = Math.round(result.pnl_pct * 100) / 100;\n\nreturn [{ json: result }];"
      },
      "name": "Backtest Logic",
      "type": "n8n-nodes-base.code",
      "typeVersion": 2,
      "position": [1050, 300]
    },
    {
      "parameters": {
        "operation": "executeQuery",
        "query": "=UPDATE signals SET back_test_result = '{{ $json }}' WHERE id = {{ $('Loop Over Signals').item.json.id }}",
        "options": {}
      },
      "name": "Update Backtest Result",
      "type": "n8n-nodes-base.postgres",
      "typeVersion": 2,
      "position": [1250, 300],
      "credentials": {
        "postgres": {
          "id": "YOUR_POSTGRES_CREDENTIAL_ID",
          "name": "PostgreSQL account"
        }
      }
    },
    {
      "parameters": {},
      "name": "Loop Back",
      "type": "n8n-nodes-base.noOp",
      "typeVersion": 1,
      "position": [1450, 300]
    }
  ],
  "connections": {
    "Start": {
      "main": [
        [
          {
            "node": "Get Signals to Backtest",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Get Signals to Backtest": {
      "main": [
        [
          {
            "node": "Loop Over Signals",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Loop Over Signals": {
      "main": [
        [
          {
            "node": "Fetch 500 Candles",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Fetch 500 Candles": {
      "main": [
        [
          {
            "node": "Backtest Logic",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Backtest Logic": {
      "main": [
        [
          {
            "node": "Update Backtest Result",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Update Backtest Result": {
      "main": [
        [
          {
            "node": "Loop Back",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Loop Back": {
      "main": [
        [
          {
            "node": "Loop Over Signals",
            "type": "main",
            "index": 0
          }
        ]
      ]
    }
  }
}