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 via CLI (Recommended)
clawhub install openclaw/skills/skills/1477009639zw-blip/backtesterBeta 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
Metadata
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Find the right skillPaste this into your clawhub.json to enable this plugin.
{
"plugins": {
"official-1477009639zw-blip-backtester": {
"enabled": true,
"auto_update": true
}
}
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