Do I need an external API key for data?

By default, the skill uses yfinance which does not require a specialized API key for standard historical data fetching, though it relies on Python libraries being installed.

What risk metrics does the backtester provide?

It calculates several key risk metrics including Maximum Drawdown, Value at Risk (VaR), Volatility, and the Ulcer Index to help assess downside risk.

What assets can I backtest with this skill?

You can backtest any cryptocurrency or traditional stock ticker supported by the yfinance data provider, including pairs like BTC-USD, ETH-USD, and major equities.

Can I use custom parameters for the strategies?

Yes, the skill allows you to pass custom JSON parameters for periods, thresholds, and risk settings, enabling you to test specific variations of any supported strategy.

Does it support parameter optimization?

Yes, it includes a dedicated optimization script that performs grid searches to find the most profitable parameter combinations based on historical data.

Crypto Trading Strategy Backtester

Name: Crypto Trading Strategy Backtester
Author: jeremylongshore

byjeremylongshore

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1,063

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Ciencia de Datos y ML

Validates cryptocurrency and traditional trading strategies against historical data to calculate risk-adjusted performance metrics.

This Claude Code skill provides a comprehensive quantitative framework for testing and refining trading strategies before risking real capital. It features eight built-in strategies—including SMA/EMA crossovers, RSI, MACD, and Bollinger Bands—alongside powerful optimization tools like parameter grid searching. By automating historical data retrieval and calculating advanced financial metrics such as Sharpe ratios, Sortino ratios, and maximum drawdown, it allows developers and traders to perform rigorous walk-forward analysis and equity curve visualization directly within their terminal workflow.

Características Principales

01Visual equity curve generation and detailed trade-by-trade logs

021,063 GitHub stars

03Automated historical data fetching and caching for crypto and stocks

048 pre-built technical trading strategies (RSI, MACD, Bollinger, etc.)

05Parameter grid search optimization for strategy fine-tuning

06Comprehensive performance reporting (Sharpe, Sortino, Calmar, VaR)

Casos de Uso

01Comparing risk-adjusted returns across multiple technical approaches

02Optimizing indicator periods for specific assets like BTC or ETH

03Validating a new algorithmic trading signal before live deployment

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add jeremylongshore/claude-code-plugins-plus-skills backtesting-trading-strategies

For use in Claude.ai and ChatGPT

Características Principales

01Visual equity curve generation and detailed trade-by-trade logs

021,063 GitHub stars

03Automated historical data fetching and caching for crypto and stocks

048 pre-built technical trading strategies (RSI, MACD, Bollinger, etc.)

05Parameter grid search optimization for strategy fine-tuning

06Comprehensive performance reporting (Sharpe, Sortino, Calmar, VaR)

Casos de Uso

01Comparing risk-adjusted returns across multiple technical approaches

02Optimizing indicator periods for specific assets like BTC or ETH

03Validating a new algorithmic trading signal before live deployment

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add jeremylongshore/claude-code-plugins-plus-skills backtesting-trading-strategies

For use in Claude.ai and ChatGPT