Thanos
A research, backtesting and analysis platform for trading strategies on cryptocurrency markets.
- year
- 2025
- role
- Design and development
- status
- Completed
- back
- Python
- data
- Pandas, NumPy, Backtesting, Data analysis
Context
The project
Thanos is a complete environment for prototyping, testing and comparing trading strategies across several exchanges and timeframes. The goal isn't to trade: it's to have an honest test bed for the question "would this idea have worked, and at what cost in risk".
Strategies implemented
| Strategy | Principle |
|---|---|
| SMA | Simple moving average crossover |
| EMA | Exponential moving average crossover |
| Momentum (RSI) | Entries on oversold / overbought zones |
| SMA-EMA combined | Cross-confirmation between the two moving average families |
| TRIX | Triple exponential smoothing oscillator |
They all share the same interface, which makes it possible to evaluate them on identical ground — same data, same fees, same metrics.
Modules
- Data Manager — fetching and caching historical series per exchange and timeframe
- Custom Indicators — technical indicators implemented by hand rather than imported
- Backtest Analysis — performance and risk metrics
- Plot Analysis — visualising entries, exits and equity curves
The real lesson
The hard part of a backtest isn't making it run: it's stopping it from lying. Biases slip in easily — using data that wasn't yet available at decision time, ignoring fees and slippage, or tuning parameters on the same period used to validate the strategy.
A strategy that posts a spectacular backtest result is almost always the sign of a data leak somewhere, not of a discovery.
Architecture
01 · Data
Data Manager — fetching and caching historical series per exchange and timeframe.
02 · Indicators
Custom Indicators — technical indicators implemented by hand rather than imported.
03 · Backtest
Backtest Analysis — performance and risk metrics across five strategy families.
04 · Visualisation
Plot Analysis — entries, exits and equity curves.
Next project
Sofa