Can I optimize my strategy parameters automatically?

Yes, the skill includes an optimization script that performs a grid search to find the most effective parameters for your chosen strategy.

Does this skill support technical indicators?

Yes, it features 8 built-in strategies based on popular indicators like RSI, MACD, Bollinger Bands, and Moving Average crossovers.

What performance metrics are included in the reports?

The reports provide comprehensive data including Total Return, CAGR, Sharpe Ratio, Sortino Ratio, Max Drawdown, Win Rate, and Profit Factor.

What are the technical requirements to run the backtester?

The skill requires Python and several libraries including pandas, numpy, yfinance, and matplotlib for data processing and visualization.

Which markets can I backtest with this skill?

You can backtest any crypto pair or traditional stock symbol available through the Yahoo Finance (yfinance) API, including major pairs like BTC-USD and ETH-USD.

Trading Strategy Backtester

Name: Trading Strategy Backtester
Author: Brmbobo

byBrmbobo

0•

Ciencia de Datos y ML

Validates and optimizes crypto and traditional trading strategies using historical data and comprehensive performance metrics.

This skill provides a complete framework for testing trading hypotheses against historical market data before deploying capital. It enables developers and traders to fetch market data, run simulations using eight pre-built technical strategies—such as RSI, MACD, and Bollinger Bands—and analyze results through detailed performance reports and equity curves. With built-in parameter optimization and risk assessment tools like Sharpe ratios and Value at Risk (VaR), it streamlines the transition from strategy ideation to validated, data-backed trading logic.

Características Principales

010 GitHub stars

02Parameter grid search for strategy optimization

03Comprehensive risk metrics including Sharpe, Sortino, and Max Drawdown

048 pre-built technical trading strategies including SMA, RSI, and MACD

05Automated historical data fetching and caching for crypto and stocks

06Visual reporting with equity curves and trade-by-trade logs

Casos de Uso

01Optimizing moving average periods to maximize returns and minimize drawdown

02Comparing the risk-adjusted performance of different assets like Bitcoin versus Ethereum

03Validating a new crypto trading signal against historical data to estimate performance

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add brmbobo/web2podcast backtesting-trading-strategies

For use in Claude.ai and ChatGPT

Download Skill