According to AlphaMoat, as of 2026-09, Backtesting Trading Strategies has 3,865 downloads and 0 stars — ranked #2,696 of 5,078 AI skills overall, and #224 of 465 in Professional.
| Platform | Installs | Downloads | Stars | Comments |
|---|---|---|---|---|
| ClawHub ↗ | 105 | 3.9K | - | - |
Platforms count differently and update at different times.
Backtests depend on data sources, transaction costs, slippage, and model assumptions. Historical performance does not guarantee future results and should not be treated as a trading instruction.
Profile published 2026-10-29
Generated from the skill’s documentation as examples; not results of actual runs.
The counting method changed in 2026-09: skills with the same name are now counted separately by author, and the full catalog is covered. Dashed lines show months before the change; they are not compared with later months, and no growth is computed across the change.
| Month | Downloads | MoM | Stars |
|---|---|---|---|
| 2026-09 | 3.9K | — | - |
| 2026-08 | 3.6K | +10.2% | - |
| 2026-07 | 3.3K | +14.2% | - |
| 2026-06 | 2.9K | -3.8% | - |
| 2026-05 | 3.0K | — | - |
| 2026-03 | 1.4K | — | - |
The author’s original file, shown as plain text without edits or review by AlphaMoat. Links are not clickable; check commands before running them. Fetched 2026-10-23.
--- name: backtesting-trading-strategies description: | Backtest crypto and traditional trading strategies against historical data. Calculates performance metrics (Sharpe, Sortino, max drawdown), generates equity curves, and optimizes strategy parameters. Use when user wants to test a trading strategy, validate signals, or compare approaches. Trigger with phrases like "backtest strategy", "test trading strategy", "historical performance", "simulate trades", "optimize parameters", or "validate signals". allowed-tools: Read, Write, Edit, Grep, Glob, Bash(python:*)
version: 2.0.0 author: Jeremy Longshore <[email protected]> license: MIT --- # Backtesting Trading Strategies ## Overview Validate trading strategies against historical data before risking real capital. This skill provides a complete backtesting framework with 8 built-in strategies, comprehensive performance metrics, and parameter optimization. **Key Features:** - 8 pre-built trading strategies (SMA, EMA, RSI, MACD, Bollinger, Breakout, Mean Reversion, Momentum) - Full performance metrics (Sharpe, Sortino, Calmar, VaR, max drawdown) - Parameter grid search optimization - Equity curve visualization - Trade-by-trade analysis ## Prerequisites Install required dependencies: ```bash pip install pandas numpy yfinance matplotlib ``` Optional for advanced features: ```bash pip install ta-lib scipy scikit-learn ``` ## Instructions ### Step 1: Fetch Historical Data ```bash python {baseDir}/scripts/fetch_data.py --symbol BTC-USD --period 2y --interval 1d ``` Data is cached to `{baseDir}/data/{symbol}_{interval}.csv` for reuse. ### Step 2: Run Backtest Basic backtest with default parameters: ```bash python {baseDir}/scripts/backtest.py --strategy sma_crossover --symbol BTC-USD --period 1y ``` Advanced backtest with custom parameters: ```bash # Example: backtest with specific date range python {baseDir}/scripts/backtest.py \ --strategy rsi_reversal \ --symbol ETH-USD \ --period 1y \ --capital 10000 \ --params '{"period": 14, "overbought": 70, "oversold": 30}' ``` ### Step 3: Analyze Results Results are saved to `{baseDir}/reports/` including: - `*_summary.txt` - Performance metrics - `*_trades.csv` - Trade log - `*_equity.csv` - Equity curve data - `*_chart.png` - Visual equity curve ### Step 4: Optimize Parameters Find optimal parameters via grid search: ```bash python {baseDir}/scripts/optimize.py \ --strategy sma_crossover \ --symbol BTC-USD \ --period 1y \ --param-grid '{"fast_period": [10, 20, 30], "slow_period": [50, 100, 200]}' ``` ## Output ### Performance Metrics | Metric | Description | |--------|-------------| | Total Return | Overall percentage gain/loss | | CAGR | Compound annual growth rate | | Sharpe Ratio | Risk-adjusted return (target: >1.5) | | Sortino Ratio | Downside risk-adjusted return | | Calmar Ratio | Return divided by max drawdown | ### Risk Metrics | Metric | Description | |--------|-------------| | Max Drawdown | Largest peak-to-trough decline | | VaR (95%) | Value at Risk at 95% confidence | | CVaR (95%) | Expected loss beyond VaR | | Volatility | Annualized standard deviation | ### Trade Statistics | Metric | Description | |--------|-------------| | Total Trades | Number of round-trip trades | | Win Rate | Percentage of profitable trades | | Profit Factor | Gross profit divided by gross loss | | Expectancy | Expected value per trade | ### Example Output ``` ================================================================================ BACKTEST RESULTS: SMA CROSSOVER BTC-USD | [start_date] to [end_date] ================================================================================ PERFORMANCE | RISK Total Return: +47.32% | Max Drawdown: -18.45% CAGR: +47.32% | VaR (95%): -2.34% Sharpe Ratio: 1.87 | Volatility: 42.1% Sortino Ratio: 2.41 | Ulcer Index: 8.2 -------------------------------------------------------------------------------- TRADE STATISTICS Total Trades: 24 | Profit Factor: 2.34 Win Rate: 58.3% | Expectancy: $197.17 Avg Win: $892.45 | Max Consec. Losses: 3 ================================================================================ ``` ## Supported Strategies | Strategy | Description | Key Parameters | |----------|-------------|----------------| | `sma_crossover` | Simple moving average crossover | `fast_period`, `slow_period` | | `ema_crossover` | Exponential MA crossover | `fast_period`, `slow_period` | | `rsi_reversal` | RSI overbought/oversold | `period`, `overbought`, `oversold` | | `macd` | MACD signal line crossover | `fast`, `slow`, `signal` | | `bollinger_bands` | Mean reversion on bands | `period`, `std_dev` | | `breakout` | Price breakout from range | `lookback`, `threshold` | | `mean_reversion` | Return to moving average | `period`, `z_threshold` | | `momentum` | Rate of change momentum | `period`, `threshold` | ## Configuration Create `{baseDir}/config/settings.yaml`: ```yaml data: provider: yfinance cache_dir: ./data backtest: default_capital: 10000 commission: 0.001 # 0.1% per trade slippage: 0.0005 # 0.05% slippage risk: max_position_size: 0.95 stop_loss: null # Optional fixed stop loss take_profit: null # Optional fixed take profit ``` ## Error Handling See `{baseDir}/references/errors.md` for common issues and solutions. ## Examples See `{baseDir}/references/examples.md` for detailed usage examples including: - Multi-asset comparison - Walk-forward analysis - Parameter optimization workflows ## Files | File | Purpose | |------|---------| | `scripts/backtest.py` | Main backtesting engine | | `scripts/fetch_data.py` | Historical data fetcher | | `scripts/strategies.py` | Strategy definitions | | `scripts/metrics.py` | Performance calculations | | `scripts/optimize.py` | Parameter optimization | ## Resources - [yfinance](https://github.com/ranaroussi/yfinance) - Yahoo Finance data - [TA-Lib](https://ta-lib.org/) - Technical analysis library - [QuantStats](https://github.com/ranaroussi/quantstats) - Portfolio analytics
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Data month: 2026-09 · Downloads, stars and installs are aggregated monthly from public skill registries (ClawHub, SkillHub). See methodology.