terminus-lab 0.1.1

End of All Trades — ruthless backtesting lab for long-only spot strategies.

Terminus

End of All Trades

Where strategies go to prove themselves — or die.

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Terminus is a pure Python backtesting engine built for one thing: honest results.

8 years of market data. Year-by-year walk-forward with frozen parameters. Realistic fees and slippage. A content-hashed simulation store so you never burn compute twice.

Most backtesting tools let you cheat. Terminus doesn't.

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Why Terminus

• Near-perfect walk-forward required — frozen parameters tested year by year. At most 2 losing years tolerated, each no worse than −10%.
• Bear years count — 2022 was −64% on BTC. Your strategy survives that or it doesn't ship.
• Multi-pair generalization required — works on one pair? That's a curve fit. Terminus requires success across multiple pairs.
• Realistic execution — fees, entry slippage, stop slippage, TP slippage, timeout slippage, cooldowns, max-hold. Tiered by market cap.
• Halal-first — spot-only, no leverage, no shorts, no interest. Cash (stablecoin) is a valid position in bear regimes.
• Content-hashed cache — every sim keyed by hash(pair + tf + config + date_range + slippage + fee). Same inputs = instant cache hit.

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Quickstart

pip install terminus-lab

# Fetch 8 years of data
terminus fetch --pairs BTCUSDT,ETHUSDT,SOLUSDT --tfs 1h,4h,1d --days 2920

# Run the full sweep
terminus sweep

# Walk-forward the top candidates year-by-year
terminus walk-forward --top 15

# Generate the report
terminus report --min-calmar 1.5 --min-bear-return -5

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Example Output

=== TOP 15 SURVIVORS by ANNUALIZED return ===
 Rank  Pair       TF    Family                   Yrs   TotalRet   AnnRet   Calmar   Bear22
 ----- ---------- ----  -----------------------  ----  --------   ------   ------   ------
   1   TIAUSDT    2h    Ichi-bull+BTCreg          3/3    +90.7%    +24.0%    2.77     -
   2   XRPUSDT    2h    Ichi-bull+BTCreg          6/6   +213.5%    +21.0%    5.68    +0.0%
   3   LTCUSDT    12h   Ichi-bull+BTCreg          3/3    +70.1%    +19.4%    4.28    +0.0%
   4   BNBUSDT    1h    ROC10+BTCreg              5/5   +133.2%    +18.4%    4.93    +0.0%
   5   SOLUSDT    4h    ATR-brk                   5/5   +130.6%    +18.2%    7.86   +13.2%

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What's Inside

Module	What it does
Sweep engine	Runs thousands of configs in parallel, skips cache hits
Walk-forward	Frozen / anchored / rolling — calendar-year folds
Portfolio builder	Correlation-capped leg selection, blended Sharpe/Calmar
ML module	XGBoost regime classifier (BULL/BEAR/CHOP) + WF-aware optimizer
Community hub	Contribute sim results, query the global leaderboard
SQLite store	Local 6-table schema, travels with your research

30+ strategy families — RSI, EMA/MACD crosses, Bollinger, Donchian, ATR breakouts, Ichimoku, Supertrend, Keltner, VWAP reclaim, Heikin Ashi, ROC momentum, and more.

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Philosophy

Terminus is pessimistic by default. It will tell you your strategy doesn't work before it tells you it does. That's the point.

Terminus is reproducible by design. The content-hash cache means any claim in a report traces back to the exact inputs that produced it. sims.db travels with your conclusions.

Terminus is spot-only, halal-first. Built by someone who can't use futures or margin. If you have those tools, you have more alpha. If you don't — Terminus fits your constraints natively.

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Community Hub

Leaderboard: https://terminus-hub.shatla-tech.workers.dev

After every terminus sweep and terminus walk-forward, Terminus automatically contributes your survivors to the community hub — no manual step needed. Sims are always stored locally first; remote send is retried on the next run if the network was down.

To opt out:

export TERMINUS_TELEMETRY=0

To force-upload everything you've ever run:

terminus contribute --all

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Status

Alpha. Used in production on a paper-trading bot running 7 pairs. API may shift. Results format and research data model are stable.

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Contributing

PRs welcome for:

• New strategy families (numpy-vectorized signals)
• Alternative data fetchers (Kraken, Coinbase, OKX, Bybit spot)
• Portfolio construction methods
• New walk-forward modes

See CONTRIBUTING.md.

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License

MIT. Use it, fork it, ship it. If you find something useful, open a PR — the community sim database grows stronger with every contributor.