# Intraday Backtester API Run custom intraday option backtests with one-minute precision. Define a strategy with entry and exit times, delta or strike-width leg targets, stops, and profit targets, then backtest it against intraday options data going back to October 2020. The API powers the [Intraday Custom Backtester](https://orats.com/intraday-backtester) in the ORATS dashboard. This is an asynchronous job API: submit a backtest, poll its status until it completes (a two week single-symbol run typically finishes in under a minute), then fetch the results. Authentication uses the token query parameter on every request. Available strategies: PUT_CREDIT_SPREAD, CALL_DEBIT_SPREAD, LONG_CALL, SHORT_PUT, CALL_CREDIT_SPREAD, PUT_DEBIT_SPREAD, SHORT_CALL, LONG_PUT, IRON_CONDOR, IRON_BUTTERFLY, LONG_STRADDLE, SHORT_STRADDLE, SHORT_STRANGLE, LONG_CALL_CALENDAR, LONG_PUT_CALENDAR, and DOUBLE_CALENDAR. Product overview and pricing for this and the other Tools APIs live on the [Tools APIs page](https://orats.com/tools-apis). Base URL: `https://api.orats.io/backtests/intraday` --- ## Submit a Backtest `POST https://api.orats.io/backtests/intraday` Submits a backtest job. A successful submission returns a backtestId to use with the other endpoints. Validation happens asynchronously: a response containing a backtestId means the job was accepted, not that the inputs are valid. A rejected submission returns a message field instead of a backtestId. Jobs with invalid inputs can remain queued rather than reaching an error status, so give up on jobs that stay queued well past their expected runtime. ### Required attributes - `email` (string): Your email address, used to list your backtests on the status endpoint. - `inputs` (object): The backtest definition. Its fields are documented below. - `inputs.symbol` (string): The underlying to backtest. Ex: SPY - `inputs.startDate` (string): The first trade date, formatted by YYYY-MM-DD. Must be 2020-10-01 or later. Ex: 2026-06-01 - `inputs.entryTime` (string): Entry time of day, formatted by HHMM (in EST) within market hours 0930 to 1600. Ex: 0934 - `inputs.strategy` (string): The strategy, from the list above. Ex: PUT_CREDIT_SPREAD - `inputs.legs` (array): One object per leg. The first leg sets its own strike and expiration: optionType (put or call), ratio (negative for short legs), a delta band (deltaTarget, deltaMin, deltaMax, always positive), and a DTE band (dteTarget, dteMin, dteMax) where DTE 1 is same-day (0DTE), 2 is the next trading day, and the maximum target is 30. Later legs may instead be defined relative to an earlier leg with legRelation: strikeWidth (refLeg, target in strike points, optional min and max; positive widths are further out of the money) and dteDiff (refLeg, target in days, 0 for the same expiration). ### Optional attributes - `inputs.endDate` (string): The last trade date, formatted by YYYY-MM-DD. Omit for the most recent data. - `inputs.exitTime` (string): Exit time of day, formatted by HHMM (in EST). Null holds to expiration. - `inputs.expiryTod` (string): Filters AM or PM settled expirations: both, am, or pm. Defaults to both. - `inputs.stopLossPct` (number): Stop loss as a percent of entry cost. Send null explicitly to disable; when the field is omitted the engine applies a 200 percent stop. - `inputs.profitTargetPct` (number): Profit target as a percent of entry cost. Null for no target. - `inputs.tradePct` (number): Slippage as a fraction of the bid-ask spread paid on each side, 0 to 1. Ex: 0.66 - `inputs.commissionPerContract` (number): Commission in dollars per contract per leg, applied on entry and exit. Ex: 0.65 - `inputs.maxHoldDays` (number): Maximum trading days to hold before a forced exit. Null for none. - `inputs.badPriceFilter` (object): Skips entries with wide markets: maxWidthPctOfStrike and maxWidthPctOfMid as fractions. Defaults to 0.05 and 0.15. - `inputs.signals` (array): Signal-driven entries and exits: one object per trade with entry and exit timestamps formatted by YYYYMMDDHHMM. Null to trade on entryTime every day. **cURL** ```bash curl -L "https://api.orats.io/backtests/intraday?token=my-token" \ -H "Content-Type: application/json" \ -d '{ "email": "you@example.com", "inputs": { "symbol": "SPY", "startDate": "2026-06-01", "endDate": "2026-06-12", "entryTime": "0934", "exitTime": null, "strategy": "PUT_CREDIT_SPREAD", "legs": [ {"optionType": "put", "ratio": -1, "deltaTarget": 0.3, "deltaMin": 0.2, "deltaMax": 0.5, "dteTarget": 1, "dteMin": 1, "dteMax": 1}, {"optionType": "put", "ratio": 1, "legRelation": {"strikeWidth": {"refLeg": 1, "target": 3}, "dteDiff": {"refLeg": 1, "target": 0}}} ], "expiryTod": "both", "stopLossPct": null, "profitTargetPct": null, "tradePct": 0.66, "commissionPerContract": 0.65, "maxHoldDays": null, "badPriceFilter": {"maxWidthPctOfStrike": 0.05, "maxWidthPctOfMid": 0.15}, "signals": null } }' ``` **Response** ```json { "backtestId": "aapg5gmoqs1r" } ``` --- ## Backtest Status `GET https://api.orats.io/backtests/intraday/status` Retrieves the status of a backtest by id, or every backtest for an email address. By id the response is a single object; by email it is an array of the same objects. Status values are queued, running, completed, and error. While queued the object holds the submission fields; on completion it adds progress, annReturn, annSharpe, maxDrawDown, and a condensed legs summary. Poll every 10 seconds or so until status is completed. An unknown id returns a message of Status not found with a 200 status. ### Optional attributes - `id` (string): The backtestId to look up. Returns a single object. Ex: aapg5gmoqs1r - `email` (string): Returns every backtest submitted with this email as an array. **cURL** ```bash curl -L "https://api.orats.io/backtests/intraday/status?token=my-token&id=aapg5gmoqs1r" ``` **Response** ```json { "email": "you@example.com", "execution_time": 5.86, "id": "aapg5gmoqs1r", "progress": 100, "status": "completed", "strategy": "PUT_CREDIT_SPREAD", "submitted_at": "2026-07-16T08:04Z", "symbol": "SPY", "updated_at": "2026-07-16T08:05:34.794Z", "annReturn": -31.23, "annSharpe": -8.23, "maxDrawDown": 1.42, "legs": [ { "dteTarget": 1, "deltaTarget": 0.3 }, { "legRelation": { "strikeWidth": { "refLeg": 1, "target": 3 }, "dteDiff": { "refLeg": 1, "target": 0 } } } ] } ``` --- ## Backtest Results `GET https://api.orats.io/backtests/intraday` Retrieves the results of a completed backtest: summary statistics, monthly returns by year, daily returns, and the per-leg trade log. The trades array has one row per leg; each row carries that leg's profit (sum a trade's legs for the whole-trade profit), and margin is written on leg 1 only. The exitQuoteTime field is populated for non-expiration exits. Symbol and strategy are not repeated here; read them from the status or inputs endpoints. ### Required attributes - `id` (string): The backtestId to retrieve. Ex: aapg5gmoqs1r **cURL** ```bash curl -L "https://api.orats.io/backtests/intraday?token=my-token&id=aapg5gmoqs1r" ``` **Response** ```json { "summary": { "AnnReturn": -31.23, "AnnMarginReturn": -9935.18, "AnnReturn1Yr": -25.87, "AnnReturn5Yrs": -25.87, "AnnSharpe": -8.23, "AnnSortino": -5.43, "AnnVolatility": 3.14, "MaxDrawDown": 1.42, "DrawDownDays": 8, "BestMonthRtn": -1.03, "WorstMonthRtn": -1.03, "BestYearRtn": -1.03, "WorstYearRtn": -1.03, "BestTradePL": 90.06, "WorstTradePL": -240.62, "BestTradePct": 98.58, "WorstTradePct": -447.16, "PLPerTradeAvg": -76.68, "PLPerDayAvg": -63.9, "PLPerTradeAvgPct": -0.10267, "PLPerDayAvgPct": -0.08556, "StratWinRate": 50.0, "DaysInTradeAvg": 1.0, "TotStratTrades": 10, "TotStratPL": -766.84, "TotStratPLPct": -109.52, "CreditReceivedPerTradeAvg": 70.02, "marginPerTradeAvg": 229.98, "mostMarginUsed": 249.32, "leastMarginUsed": 208.64, "bestTradePctMargin": 43.17, "worstTradePctMargin": -100.59, "marginToStockPct": 0.31, "riskRewardAvg": 0.3098, "PctOfTimeInMarket": 100.0, "BestReturnOnRisk": 0.43165, "ProfitFactor": 0.31 }, "monthly": [ { "year": 2026, "Jan": null, "Feb": null, "Mar": null, "Apr": null, "May": null, "Jun": -1.03, "Jul": null, "Aug": null, "Sep": null, "Oct": null, "Nov": null, "Dec": null, "annReturn": -1.03, "annSharpe": -8.23, "annSortino": -5.43, "annVolatility": 3.14 } ], "trades": [ { "date": "2026-06-01", "entryTime": "0934", "ticker": "SPY", "leg": 1, "ratio": -1, "optionType": "put", "strike": 755.0, "expiry": "2026-06-01", "expiryTod": "pm", "dte": 1, "tradeOptPx": 1.33, "delta": -0.3497, "entryStockPx": 755.67, "exitDate": "2026-06-01", "exitTime": "1600", "exitQuoteTime": null, "exitStockPx": 758.54, "exitOptionPx": 0.0, "profit": 132.69, "exitReason": "Expiration", "margin": 221.32 }, { "date": "2026-06-01", "entryTime": "0934", "ticker": "SPY", "leg": 2, "ratio": 1, "optionType": "put", "strike": 752.0, "expiry": "2026-06-01", "expiryTod": "pm", "dte": 1, "tradeOptPx": 0.55, "delta": -0.0391, "entryStockPx": 755.67, "exitDate": "2026-06-01", "exitTime": "1600", "exitQuoteTime": null, "exitStockPx": 758.54, "exitOptionPx": 0.0, "profit": -55.31, "exitReason": "Expiration" } ], "dailyReturns": [ { "date": "2026-06-01", "return": 0.001024, "marginReturn": 0.349629 }, { "date": "2026-06-02", "return": 0.000652, "marginReturn": 0.198059 } ] } ``` --- ## Backtest Inputs `GET https://api.orats.io/backtests/intraday/input` Retrieves the original inputs a backtest was submitted with, exactly as they were sent. Useful for re-running or editing a backtest. ### Required attributes - `id` (string): The backtestId to retrieve. Ex: aapg5gmoqs1r **cURL** ```bash curl -L "https://api.orats.io/backtests/intraday/input?token=my-token&id=aapg5gmoqs1r" ``` **Response** ```json { "symbol": "SPY", "startDate": "2026-06-01", "endDate": "2026-06-12", "entryTime": "0934", "exitTime": null, "strategy": "PUT_CREDIT_SPREAD", "legs": [ { "optionType": "put", "ratio": -1, "deltaTarget": 0.3, "deltaMin": 0.2, "deltaMax": 0.5, "dteTarget": 1, "dteMin": 1, "dteMax": 1 }, { "optionType": "put", "ratio": 1, "legRelation": { "strikeWidth": { "refLeg": 1, "target": 3 }, "dteDiff": { "refLeg": 1, "target": 0 } } } ], "expiryTod": "both", "stopLossPct": null, "profitTargetPct": null, "tradePct": 0.66, "commissionPerContract": 0.65, "maxHoldDays": null, "badPriceFilter": { "maxWidthPctOfStrike": 0.05, "maxWidthPctOfMid": 0.15 }, "signals": null } ``` --- ## Save a Note `POST https://api.orats.io/backtests/intraday/notes` Saves a note on a backtest. The note is returned on the status endpoint as the notes field and survives re-runs. Sending an empty string clears the note. ### Required attributes - `id` (string): The backtestId to annotate. Ex: aapg5gmoqs1r - `notes` (string): The note text, up to 10,000 characters. **cURL** ```bash curl -L "https://api.orats.io/backtests/intraday/notes?token=my-token" \ -H "Content-Type: application/json" \ -d '{"id": "aapg5gmoqs1r", "notes": "SPY 0DTE put credit spread test"}' ``` **Response** ```json { "message": "Notes updated successfully", "id": "aapg5gmoqs1r" } ``` --- ## Delete a Backtest `DELETE https://api.orats.io/backtests/intraday` Deletes a backtest and its results. Deletion is idempotent: deleting an already-deleted id still returns success. After deletion the status endpoint returns a message of Status not found for the id. ### Required attributes - `id` (string): The backtestId to delete. Ex: aapg5gmoqs1r **cURL** ```bash curl -L -X DELETE "https://api.orats.io/backtests/intraday?token=my-token&id=aapg5gmoqs1r" ``` **Response** ```json { "message": "Backtest deleted successfully", "id": "aapg5gmoqs1r" } ```