Backtesting Trading Strategies

What it does

When your agent uses it

• User wants to test a trading strategy
• Validate signals
• Compare approaches
• With phrases like backtest strategy

Example prompts

• “backtest strategy”
• “test trading strategy”
• “historical performance”
• “/backtesting-trading-strategies”

Requirements

• Python 3
• Compatibility (from SKILL.md): Designed for Claude Code
• Pre-approved tools (allowed-tools): Read, Write, Edit, Grep, Glob, Bash(python:*)

Workflow steps

4 steps, taken from the first numbered list in SKILL.md.

1. 1Fetch historical data (cached to ${CLAUDE_SKILL_DIR}/data/ for reuse)
2. 2Run a backtest with default or custom parameters
3. 3Analyze results saved to ${CLAUDE_SKILL_DIR}/reports/ -- includes *_summary.txt (performance metrics), *_trades.csv (trade log)…
4. 4Optimize parameters via grid search to find the best combination

What it can do on your machine

Read from SKILL.md and the folder at commit cfae287. It shows what the files ask for, not the result of running them.

• Tool permissions

  Pre-approves these tools, so the agent can use them without asking each time:

  • Read
  • Write
  • Edit
  • Grep
  • Glob
  • Bash(python:*)

  From allowed-tools in the SKILL.md frontmatter.

• Runs code

  Ships 5 files in scripts/ (Python), which the agent can run.

  Shell commands in SKILL.md call:

  • python
  • pip

  From the folder's file list and the shell code blocks in SKILL.md.

• Network

  Links to these hosts (documentation or services it may open):

  • github.com
  • ta-lib.org

  From URLs in SKILL.md, links to its own repository left out.

• Credentials

  Names no API keys, tokens, secrets or passwords.

  From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

• Compatibility

  Designed for Claude Code

  From compatibility in the SKILL.md frontmatter.

Context cost

Backtesting Trading Strategies loads about 1.6k tokens when it runs, and up to ~5.1k if it reads all its reference files. Until then it costs about 121 tokens; SKILL.md has 335 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it

~121

When it runs · the whole SKILL.md, loaded when a task matches

~1.6k

With references · SKILL.md plus every file in references/, read only if the agent opens them

~5.1k

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); the scripts in this folder are not scanned.

SKILL.md

The full file from jeremylongshore/tons-of-skills-marketplace at commit cfae287, republished under its MIT licence (© jeremylongshore). 335 words, ~1,617 tokens.

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:*)

compatibility

Designed for Claude Code

version

1.28.0

author

Jeremy Longshore <jeremy@intentsolutions.io>

license

MIT

tags

crypto, testing, performance

set -euo pipefail
pip install pandas numpy yfinance matplotlib

set -euo pipefail
pip install ta-lib scipy scikit-learn

================================================================================
                    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
================================================================================

data:
  provider: yfinance
  cache_dir: ./data

backtest:
  default_capital: 10000  # 10000: 10 seconds in ms
  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

© jeremylongshore, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

SKILL.md and 14 other files (scripts, references) in skills/.curated/backtesting-trading-strategies of jeremylongshore/tons-of-skills-marketplace.

• SKILL.md
• commands/backtest-strategy.md
• commands/compare-strategies.md
• commands/optimize-parameters.md
• commands/walk-forward.md
• config/settings.yaml
• references/errors.md
• references/examples.md
• references/implementation.md
• scripts/backtest.py
• scripts/fetch_data.py
• scripts/metrics.py
• scripts/optimize.py
• scripts/strategies.py
• tests/test_strategies.py

Open the folder on GitHubat commit cfae287

Used in 1 other repository

We found 3 copies of this SKILL.md (exact, near-identical or edited) in other folders, from 1 other GitHub owner. This page covers the copy in jeremylongshore/tons-of-skills-marketplace, which our catalogue first saw on October 8, 2026.

• aAAaqwq/AGI-Super-Teamskills/trading-strategy-backtesterskills/backtesting-trading-strategies