openclaw/backtester
1477009639zw-blip/betabacktestr/SKILL.md
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 --global
skillsauthnpx skillsauth add openclaw/skills backtesterInstall this skill globally with one command. Works with Claude Code, Cursor, and Windsurf.
Security Scan Results
3 of 9 scanners reported clean
Some scanners were skipped, did not run, or reported a non-clean status. Review each row below.
3
Scanners Passed
9
Scanners in report
Clean
TrivyContainer and dependency vulnerability scanner
95%
Clean
SemgrepStatic code analysis for vulnerabilities
95%
Clean
mcp-scan (Snyk)Model Context Protocol security validation
95%
Skipped
Snyk (dep)Open source security scanning
50%
Skipped
Socket.devSupply chain security analysis
50%
Skipped
VirusTotalMulti-engine malware detection
50%
Skipped
CrowdStrikeAdvanced threat intelligence
50%
Skipped
OSV-ScannerOpen Source Vulnerability database check
50%
Skipped
OWASP Dep-Check
50%
Last scanned: Apr 3, 2026, 2:09 AM220.5s1 file scanned
SKILL.md
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
Related Skills
openclaw/mcdonalds-skill
tools
VerifiedTrustedCommunity
Use when the user wants to connect to, test, or use the McDonalds service at mcp.mcd.cn, including checking authentication, probing MCP endpoints, listing tools, or calling McDonalds MCP tools through a reusable local CLI.
3,962SKILL.mdUpdated Apr 10, 2026
openclaw/scrapebadger
development
VerifiedTrustedCommunity
Web scraping platform — Twitter/X data, Vinted marketplace, and general web scraping API
3,962SKILL.mdUpdated Apr 10, 2026
openclaw/slowmist-security-cc
development
VerifiedTrustedCommunity
SlowMist AI Agent Security Review — comprehensive security framework for skills, repositories, URLs, on-chain addresses, and products (Claude Code version)
3,962SKILL.mdUpdated Apr 10, 2026
openclaw/humanizer-cn
data-ai
VerifiedTrustedCommunity
去除中文文本中的 AI 写作痕迹，使其读起来自然。基于维基百科 AI 写作特征指南，检测 24 种 AI 模式。触发词：humanizer-cn、去除 AI 痕迹、去除 AI 写作痕迹、中文文本人性化。
3,962SKILL.mdUpdated Apr 10, 2026