Submit Backtest

The Submit Backtest API initiates a backtest of portfolio optimizations over a specified date range.

The API returns a backtest ID that can be used to check the status of the backtest and retrieve the results of the optimizations.

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Body Params
accounts
array of objects
required
Accounts*
boolean
Defaults to false

When true, the backtest snaps each daily run to the closest weekday with available market data on or before the calendar date, instead of skipping non-trading days.

date-time
required
string | null
enum

Origin tag for an optimization request, used for audit and downstream filtering.

optimizer_params
object
required

All-nullable variant of OptimizerParams used as request input — every field is omittable so callers can override only what they care about. The runtime merges the supplied values over the deployment defaults to produce the inner OptimizerParams.

string | null
string | null
date-time
required
Response

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