diff --git a/df_trade_simulator/__init__.py b/df_trade_simulator/__init__.py
index b0657c8..2dda09d 100644
--- a/df_trade_simulator/__init__.py
+++ b/df_trade_simulator/__init__.py
@@ -6,6 +6,5 @@
     MarketDFTradeSimulator,
     StopLimitDFTradeSimulator,
 )
-from df_trade_simulator.df_trade_simulator import DFTradeConfig, StopLimitDFTradeConfig
 from df_trade_simulator.df_trade_simulator import Side
 from df_trade_simulator.df_trade_simulator import BUY, SELL, HODL
diff --git a/df_trade_simulator/df_trade_simulator.py b/df_trade_simulator/df_trade_simulator.py
index 1dfa6ab..c25c36c 100644
--- a/df_trade_simulator/df_trade_simulator.py
+++ b/df_trade_simulator/df_trade_simulator.py
@@ -35,25 +35,15 @@ class DFTrade:
     wallet_fee: float = INIT_WALLET
 
 
-@dataclass
-class DFTradeConfig(ABC):
-    """Basic representation of a DFTradeSimulator configuration object."""
-
-    ...
-
-
 class DFTradeSimulator(ABC):
     df: DataFrame
-    config: DFTradeConfig
     trades: list[DFTrade]
     current_row: Series = None
     last_row: Series = None
     x_fee: float
     columns: tuple[str]
 
-    def __init__(self, df: DataFrame, config: DFTradeConfig = None, **kwargs) -> None:
-        # store config
-        self.config = config
+    def __init__(self, df: DataFrame, **kwargs) -> None:
         # read kwargs
         self.fee = kwargs.get("fee", 0.1)
         self.price_col = kwargs.get("price_col", PRICE_COL)
@@ -72,8 +62,6 @@ def __init__(self, df: DataFrame, config: DFTradeConfig = None, **kwargs) -> Non
         self.set_df(df)
         # set fee
         self.x_fee = (100 - self.fee) / 100
-        # validate
-        self.validate()
 
     def set_df(self, df: DataFrame):
         """Sets the current data frame and cleans up existing trades."""
@@ -88,9 +76,6 @@ def set_df(self, df: DataFrame):
         # clean up
         self.trades = []
 
-    def validate(self) -> None:
-        """Validates the trade simulator object."""
-
     def add_signals(self, buy: Series, sell: Series) -> None:
         """Adds signal by a Series selection (boolean Series)."""
         self.df.loc[buy, self.signal_col] = BUY
@@ -297,21 +282,14 @@ def should_trade(self):
         return self.side != self.signal and self.signal is not None
 
 
-@dataclass
-class StopLimitDFTradeConfig(DFTradeConfig):
-    """StopLimitDFTradeSimulator configuration object."""
-
-    treshold: float
-
-
 class StopLimitDFTradeSimulator(MarketDFTradeSimulator):
     """Stop-limit trade simulator which activates a stop loss trade if a given treshold reached."""
 
-    def validate(self):
-        if not isinstance(self.config, StopLimitDFTradeConfig):
-            raise ValueError(
-                "StopLimitDFTradeSimulator configuration object is required."
-            )
+    treshold: float
+
+    def __init__(self, df: DataFrame, treshold: float, **kwargs):
+        self.treshold = treshold
+        super().__init__(df, **kwargs)
 
     def should_trade(self):
         # get prices
@@ -322,7 +300,7 @@ def should_trade(self):
         self.current_row["stop-limit"] = "[ ]"
 
         # cause a stop limit if above the treshold
-        if change > self.config.treshold and self.signal is None:
+        if change > self.treshold and self.signal is None:
             self.current_row[self.signal_col] = SELL if self.side == BUY else BUY
             self.current_row["stop-limit"] = "[x]"
             return True
@@ -335,6 +313,6 @@ def should_trade(self):
 
     df = pd.read_csv(TEST_CSV, index_col="time", parse_dates=["time"])
 
-    trade_sim = StopLimitDFTradeSimulator(df, StopLimitDFTradeConfig(treshold=0.1))
+    trade_sim = StopLimitDFTradeSimulator(df, treshold=0.1)
     trade_sim.simulate()
     print(trade_sim.df)
diff --git a/tests/test_df_trade_simulator.py b/tests/test_df_trade_simulator.py
index c269736..c793c43 100644
--- a/tests/test_df_trade_simulator.py
+++ b/tests/test_df_trade_simulator.py
@@ -13,7 +13,6 @@
     DFTradeSimulator,
     MarketDFTradeSimulator,
     StopLimitDFTradeSimulator,
-    StopLimitDFTradeConfig,
 )
 from df_trade_simulator import Side
 from df_trade_simulator import BUY, SELL, HODL
@@ -329,26 +328,23 @@ def setUp(self) -> None:
     def test_market_df_trade_simulator(self) -> None:
         # NOTE: just for coverage right now
         # TODO: make more proper tests
-        trade_sim = MarketDFTradeSimulator(self.df, None)
+        trade_sim = MarketDFTradeSimulator(self.df)
         trade_sim.simulate()
 
+        self.assertAlmostEqual(trade_sim.wallet, 0.666667, 6)
+
 
 class StopLimitDFTradeSimulator_TestCase(unittest.TestCase):
     def setUp(self) -> None:
         self.csv = prepare_test_env.TEST_SMALL_RESULTS_CSV
         self.df = prepare_test_env.READ_TEST_CSV(self.csv)
 
-    def test_validate(self) -> None:
-        with self.assertRaises(ValueError):
-            ts = StopLimitDFTradeSimulator(self.df, None)
-
     def test_stop_limit_df_trade_simulator(self) -> None:
-        # NOTE: just for coverage right now
-        # TODO: make more proper tests
-        config = StopLimitDFTradeConfig(treshold=0.1)
-        trade_sim = StopLimitDFTradeSimulator(self.df, config)
+        trade_sim = StopLimitDFTradeSimulator(self.df, treshold=0.1)
         trade_sim.simulate()
 
+        self.assertAlmostEqual(trade_sim.wallet, 1.851852, 6)
+
 
 if __name__ == "__main__":
     unittest.main()