Backtests with realistic costs and clear benchmark context.
strategy backtesting
Guides creation of strategy backtests with signals, performance analysis, parameter optimization, historical data, and trade analysis.
When to use it
Use when the user requests strategy backtesting, signal creation, portfolio analysis, optimization, or trade analysis.
It changes how the agent creates project backtests, requiring benchmark comparisons and plain-language reports.
What you provide
This skill
OpenAlgo
Fetches market history from OpenAlgo
DuckDB database
Reads your DuckDB market data
Requires Python to run the backtesting code.
Requires vectorbt for portfolio simulation and analysis.
Requires pandas for market-data and result tables.
Requires numpy for numerical data handling.