# backtest

> Run backtesting scenarios for trading strategies

- Author: maminul007
- Repository: maminul007/trading-platform
- Version: 20260208000611
- Stars: 1
- Forks: 0
- Last Updated: 2026-02-07
- Source: https://github.com/maminul007/trading-platform
- Web: https://mule.run/skillshub/@@maminul007/trading-platform~backtest:20260208000611

---

---
name: backtest
description: Run backtesting scenarios for trading strategies
argument-hint: "[strategy|--list|--report]"
---

# Backtesting Runner

Run backtests for trading strategies using the backtester service.

## Usage

- `/backtest` - Run default backtest configuration
- `/backtest --list` - List available strategies
- `/backtest momentum` - Run backtest for momentum strategy
- `/backtest --report` - Generate detailed performance report
- `/backtest --start 2023-01-01 --end 2023-12-31` - Custom date range

## Backtester Service

Location: `services/backtester/`

Key modules:
- `backtest_engine.py` - Core backtesting engine
- `portfolio.py` - Portfolio management
- `metrics.py` - Performance metrics calculation
- `main.py` - FastAPI endpoints

## Instructions

When this skill is invoked:

1. Parse arguments:
   - `--list`: List available strategies from config
   - Strategy name: Run specific strategy backtest
   - `--report`: Generate detailed HTML/PDF report
   - `--start/--end`: Custom date range
   - `--initial-capital`: Starting capital (default: 100000)

2. For listing strategies:
   - Read strategy configurations
   - Display name, description, and parameters for each

3. For running backtest:
   ```bash
   cd services/backtester
   python -m backtest_engine --strategy $STRATEGY $DATE_FLAGS
   ```

4. After backtest completes, report:
   - **Returns**: Total return, annualized return, CAGR
   - **Risk**: Volatility, max drawdown, VaR, CVaR
   - **Ratios**: Sharpe, Sortino, Calmar
   - **Trading**: Win rate, profit factor, avg win/loss
   - **Comparison**: vs benchmark (SPY)

5. If `--report` specified:
   - Generate equity curve chart
   - Drawdown visualization
   - Monthly returns heatmap
   - Trade log summary
   - Save to `reports/backtest_<strategy>_<timestamp>.html`

## Performance Metrics

| Metric | Good | Excellent |
|--------|------|-----------|
| Sharpe Ratio | > 1.0 | > 2.0 |
| Max Drawdown | < 20% | < 10% |
| Win Rate | > 50% | > 60% |
| Profit Factor | > 1.5 | > 2.0 |