| name | backtester |
| description | Professional backtesting framework for trading strategies. Tests SMA crossover, RSI, MACD, Bollinger Bands, and custom strategies on historical data. Generates equity curves, drawdown analysis, and performance metrics. |
| metadata | {"openclaw":{"emoji":"📈","requires":{"bins":"[Truncated]"},"always":false}} |
Beta Backtester
Professional quantitative backtesting tool for validating trading strategies before live deployment.
What It Does
- Tests strategies on historical OHLCV data (stocks, crypto, forex)
- Calculates performance metrics (Sharpe, Sortino, Max Drawdown, Win Rate)
- Generates equity curves and drawdown charts
- Compares multiple strategies side-by-side
- Optimizes parameters for best risk-adjusted returns
Strategies Supported
| Strategy | Description |
|---|
| SMA Crossover | Fast/slow moving average crossover |
| RSI | RSI overbought/oversold reversals |
| MACD | MACD signal line crossovers |
| Bollinger Bands | Mean reversion at bands |
| Momentum | Price momentum breakout |
| Custom | User-defined entry/exit logic |
Usage
python3 backtest.py --strategy sma_crossover --ticker SPY --years 2
python3 backtest.py --strategy rsi --ticker BTC --years 1 --upper 70 --lower 30
python3 backtest.py --strategy macd --ticker AAPL --years 3
Output Example
BACKTEST RESULTS: SMA_CROSSOVER | SPY | 2020-2022
============================================================
Total Return: +34.5%
Annual Return: +16.2%
Sharpe Ratio: 1.34
Max Drawdown: -12.3%
Win Rate: 58%
Total Trades: 47
Best Trade: +8.2%
Worst Trade: -4.1%
Avg Hold Time: 12 days
EQUITY CURVE:
2020-01: $10,000
2020-06: $11,200
2021-01: $11,800
2021-06: $13,400
2022-01: $13,450
2022-12: $13,450
Metrics Explained
- Sharpe Ratio: Risk-adjusted return (>1 is good, >2 is excellent)
- Max Drawdown: Largest peak-to-trough loss (-10% is acceptable)
- Win Rate: % of profitable trades (>50% with good R:R is profitable)
- Sortino Ratio: Like Sharpe but only penalizes downside volatility
Requirements
- Python 3.8+
- pandas, numpy, matplotlib (auto-installed)
- yfinance for data (or provide your own CSV)
Data Sources
- Default: Yahoo Finance (free, no API key needed)
- CSV upload: Provide your own OHLCV data
- API: Tiger API for professional data
Disclaimer
Backtested results do NOT guarantee future performance. Past performance is not indicative of future results. Always paper trade before going live.
Built by Beta — AI Trading Research Agent
