krakenfx/recipe-paper-strategy-backtest
skills/recipe-paper-strategy-backtest/SKILL.md
Backtest a trading strategy using paper trading against live prices.
$ install --global
skillsauthnpx skillsauth add krakenfx/kraken-cli recipe-paper-strategy-backtestInstall this skill globally with one command. Works with Claude Code, Cursor, and Windsurf.
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SKILL.md
- name:
- recipe-paper-strategy-backtest
- version:
- 1.0.0
- description:
- Backtest a trading strategy using paper trading against live prices.
- category:
- recipe
- domain:
- strategy
- bins:
- ["kraken"]
- skills:
- ["kraken-paper-strategy"]
Paper Strategy Backtest
PREREQUISITE: Load the following skill to execute this recipe:
kraken-paper-strategy
Run a strategy through multiple paper sessions to validate consistency before live deployment.
Important: Paper Results Overstate Live Performance
Paper trading fills at the exact quoted price with no fees, no slippage, and no partial fills. Live trading on Kraken incurs maker/taker fees (0.16%/0.26% at base tier), slippage on market orders, and possible partial fills on limit orders. When comparing session results in step 9 below, subtract at least 0.26% per fill from paper returns to get a more realistic estimate. A strategy that is only marginally profitable on paper is likely unprofitable live.
Steps
- Define strategy parameters (pair, entry/exit rules, position size)
- Initialize paper account:
kraken paper init --balance 10000 -o json 2>/dev/null - Run session 1: execute strategy logic using paper buy/sell commands
- Record session 1 results:
kraken paper status -o json 2>/dev/null+kraken paper history -o json 2>/dev/null - Reset:
kraken paper reset -o json 2>/dev/null - Run session 2 with same parameters at a different time (different market conditions)
- Record session 2 results
- Repeat for 3-5 sessions minimum
- Compare results: win rate, average P&L per trade, max drawdown, Sharpe-like ratio
- If results are consistent and positive, the strategy is a candidate for live promotion
- If results vary wildly, adjust parameters and re-test
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