The lookback rolls forward every day. It applies to
start only: once a backtest starts inside your lookback
it can run up to today.
A start earlier than your lookback is refused before the backtest runs:
start in a header, so code can set it rather than hard-code
it:
Rate limit
Each backtest key may start 10 backtests per minute. Past that you get429 with a Retry-After header.
The limit is separate from your volatility data key.
Run time
A strategy that looks once a day typically returns in a few seconds, even over the full five years of history. Each run has a hard limit of 120 seconds inside the engine. The settings that cost the most time are:clock.decision_hour_utc: null, which looks every hour instead of once a day and loads about 24 times as much data. Keep hourly runs to a few months.structure.expiry.by: "listed"with a highclock.max_dte, which brings far-dated contracts into every decision. Lowermax_dteto what the strategy actually trades.