Skills backtester

Professional backtesting framework for trading strategies. Tests SMA crossover, RSI, MACD, Bollinger Bands, and custom strategies on historical data. Generates equity curves, drawdown analysis, and performance metrics.

install

source · Clone the upstream repo

git clone https://github.com/openclaw/skills

Claude Code · Install into ~/.claude/skills/

T=$(mktemp -d) && git clone --depth=1 https://github.com/openclaw/skills "$T" && mkdir -p ~/.claude/skills && cp -r "$T/skills/1477009639zw-blip/backtester" ~/.claude/skills/clawdbot-skills-backtester && rm -rf "$T"

manifest: skills/1477009639zw-blip/backtester/SKILL.md

source content

Beta Backtester

Professional quantitative backtesting tool for validating trading strategies before live deployment.

What It Does

Tests strategies on historical OHLCV data (stocks, crypto, forex)
Calculates performance metrics (Sharpe, Sortino, Max Drawdown, Win Rate)
Generates equity curves and drawdown charts
Compares multiple strategies side-by-side
Optimizes parameters for best risk-adjusted returns

Strategies Supported

Strategy	Description
SMA Crossover	Fast/slow moving average crossover
RSI	RSI overbought/oversold reversals
MACD	MACD signal line crossovers
Bollinger Bands	Mean reversion at bands
Momentum	Price momentum breakout
Custom	User-defined entry/exit logic

Usage

python3 backtest.py --strategy sma_crossover --ticker SPY --years 2
python3 backtest.py --strategy rsi --ticker BTC --years 1 --upper 70 --lower 30
python3 backtest.py --strategy macd --ticker AAPL --years 3

Output Example

BACKTEST RESULTS: SMA_CROSSOVER | SPY | 2020-2022
============================================================
Total Return:        +34.5%
Annual Return:       +16.2%
Sharpe Ratio:         1.34
Max Drawdown:        -12.3%
Win Rate:             58%
Total Trades:         47
Best Trade:          +8.2%
Worst Trade:         -4.1%
Avg Hold Time:        12 days

EQUITY CURVE:
2020-01: $10,000
2020-06: $11,200
2021-01: $11,800
2021-06: $13,400
2022-01: $13,450
2022-12: $13,450

Metrics Explained

Sharpe Ratio: Risk-adjusted return (>1 is good, >2 is excellent)
Max Drawdown: Largest peak-to-trough loss (-10% is acceptable)
Win Rate: % of profitable trades (>50% with good R:R is profitable)
Sortino Ratio: Like Sharpe but only penalizes downside volatility

Requirements

Python 3.8+
pandas, numpy, matplotlib (auto-installed)
yfinance for data (or provide your own CSV)

Data Sources

Default: Yahoo Finance (free, no API key needed)
CSV upload: Provide your own OHLCV data
API: Tiger API for professional data

Disclaimer

Backtested results do NOT guarantee future performance. Past performance is not indicative of future results. Always paper trade before going live.

Built by Beta — AI Trading Research Agent