skills.rest
ajeeshworkspace
ajeeshworkspaceCOMMUNITY
Explore all skills by this author →
GitHub

backtest-expert

Evaluates trading strategy backtests for robustness using a 5-dimensional India-specific scoring system.

55|43|Updated Mar 12, 2026
Search Tags:#risk management#backtesting#trading strategy#performance evaluation#indian markets#expectancy
One-click install
npx skills add https://github.com/ajeeshworkspace/indian-trading-skills --skill backtest-expert-ajeeshworkspace
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: backtest-expert
Source: https://github.com/ajeeshworkspace/indian-trading-skills/tree/main/skills/backtest-expert
Command: npx skills add https://github.com/ajeeshworkspace/indian-trading-skills --skill backtest-expert-ajeeshworkspace

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill provides a structured framework and evaluation tool to rigorously backtest trading strategies, ensuring robustness and avoiding common pitfalls before live deployment.

Core Features & Use Cases

  • Systematic Evaluation: Scores backtests across 5 dimensions (Sample Size, Expectancy, Risk Management, Robustness, Execution Realism).
  • Cost Modeling: Includes India-specific transaction costs (brokerage, STT, slippage) for realistic performance estimates.
  • Red Flag Detection: Identifies critical issues like negative expectancy, overfitting, and insufficient data.
  • Use Case: You've developed a new options trading strategy and run a backtest. Use this Skill to get an objective score and actionable feedback on whether it's ready for live trading or needs refinement.

Quick Start

Use the backtest-expert skill to evaluate a backtest with 150 trades, 62% win rate, 1.8% avg win, 1.2% avg loss, 15% max drawdown, tested over 8 years, with 3 parameters, and slippage modeled.

Frequently Asked Questions about backtest-expert

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I evaluate if my trading strategy backtest is robust enough for live deployment?▼

Evaluating a backtest requires scoring sample size, expectancy, risk management, robustness, and execution realism to generate a deploy, refine, or abandon verdict. This structured evaluation identifies critical red flags like overfitting and negative expectancy before committing capital.

How does transaction cost and slippage modeling affect backtesting results on Indian markets?▼

Including India-specific transaction costs like brokerage, STT, and slippage lowers backtesting performance estimates. Realistic cost modeling adjusts your strategy's expectancy to reflect actual NSE and BSE execution conditions, preventing inflated profit projections.

What is a good sample size and profit factor when validating a trading strategy?▼

A valid sample size for backtesting typically requires over 100 trades to ensure statistical significance. The evaluation assesses your profit factor and win rate alongside max drawdown to determine if the risk management metrics support live deployment.

Can I use this backtesting evaluation framework for options strategies on the NSE?▼

Yes, this framework supports options strategies on the NSE. The evaluation specifically models Indian market execution realism, including STT and slippage, to provide an objective viability score for options backtests.

Why does my trading strategy backtest show high profits but fail in live trading?▼

Backtests fail in live trading due to overfitting, insufficient sample size, or unmodeled slippage. Red flag analysis detects these execution realism issues and negative expectancy adjusted for Indian transaction costs, preventing flawed deployment.

Related Skills

Explore More Finance & Accounting Skills→
louloulinlouloulin
19

kelly-position

Compute optimal position sizing using the Kelly criterion for trading strategies.

Community
Advanced
enigmaicon-engenigmaicon-eng
1

evaluation

Score agent outputs across quality dimensions with pass/fail thresholds.

Community
Advanced
sujaynsvsujaynsv

backtest-expert

Validates trading strategies on Indian markets with JSON/Markdown reports and red-flag detection.

Community
Advanced
francomascareloaifrancomascareloai
186

oracle-nano

Validate Apex trading strategies with WFA, Monte Carlo, and GO/NO-GO analyses.

Community
Advanced