Backtesting.py vs Freqtrade (2026)
Backtesting.py (lightweight open-source python library for backtesting single-instrument strategies) and Freqtrade (free open-source python crypto trading bot with built-in backtesting, hyperopt and freqai) solve backtesting differently. The table below compares them on verified specs and pricing; full details are in each review.
Side by side
| Backtesting.py | Freqtrade | |
|---|---|---|
| Overall score | 6.3 / 10 | 6.2 / 10 |
| Engine type | hybrid | candle-by-candle (event-driven over OHLCV bars) |
| Pricing model | open-source | open-source |
| Free tier | Yes | Yes |
| Entry price | $0 | $0 |
| Languages | Python | Python |
| Asset classes | stocks, forex, crypto, futures, any instrument with OHLC(V) candlestick data | crypto (spot), crypto (perpetual futures, exchange-dependent) |
| Bundled data | None beyond bundled sample datasets (GOOG daily, EURUSD intraday) used in tutorials. You bring your own OHLCV data as pandas DataFrames from yfinance, ccxt, broker APIs, or paid vendors | None. Data is downloaded on demand from whichever CCXT-supported exchange you configure, via the built-in `freqtrade download-data` command. That covers 100+ exchanges in principle, with Binance, BingX, Bitget, Bybit, Bybit EU, Gate.io, Gate.io EU, HTX, Hyperliquid, Kraken, OKX and OKX EEA (MyOKX) officially tested as of September 2026, plus Bitvavo and Kucoin confirmed by community testing. Bitmart no longer appears in the vendor's exchange documentation. No equities, forex or futures data of any kind; this is a crypto-only tool. |
| Finest resolution | Any OHLC bar interval you supply, including sub-minute bars; raw tick or order-book data must be resampled to candles first | 1-minute candles (exchange-dependent; no tick or order-book data) |
| Live trading | No | Yes |
| Options support | No | No |
| Open source | Yes | Yes |
Backtesting.py
Lightweight open-source Python library for backtesting single-instrument strategies
Freqtrade
Free open-source Python crypto trading bot with built-in backtesting, Hyperopt and FreqAI
Frequently asked questions
Is Backtesting.py better than Freqtrade?
They target different users. Backtesting.py: beginner-to-intermediate python traders who want the fastest path from strategy idea to a credible single-instrument backtest with interactive charts, without paying anything or learning a heavyweight framework. Freqtrade: python-comfortable crypto traders who want a free, actively developed bot that backtests, optimizes and trades live across major exchanges from one codebase, and who will apply their own discipline against hyperopt overfitting. Our scores: Backtesting.py 6.3/10, Freqtrade 6.2/10.
Which is cheaper, Backtesting.py or Freqtrade?
Backtesting.py entry pricing: $0 (open-source). Freqtrade: $0 (open-source). See each review for full verified pricing tables.
Educational content only, not investment advice. Specs and prices come from each platform's official pages; see the individual reviews for sources and last-verified dates.