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backtest-expert

Score trading backtests across five dimensions and generate JSON or Markdown reports.

Updated Mar 25, 2026
Search Tags:#evaluation#robustness#data-analysis#risk-management#backtesting#trading#out-of-sample
One-click install
npx skills add https://github.com/MileniumTick/skills --skill backtest-expert-mileniumtick
Or copy as Structured Prompt for Agentโ–ผ
Please help me install this Agent Skill.
Skill: backtest-expert
Source: https://github.com/MileniumTick/skills/tree/main/skills/backtest-expert
Command: npx skills add https://github.com/MileniumTick/skills --skill backtest-expert-mileniumtick

SYSTEM DOCUMENTATION & REQUIREMENTS

๐Ÿ’ก This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

Evaluates the quality and trustworthiness of backtests for trading ideas, highlighting when results may be biased or overly optimistic.

Core Features & Use Cases

  • Comprehensive five-dimension scoring (Sample Size, Expectancy, Risk Management, Robustness, Execution Realism) to quantify backtest quality.
  • Red flags detection, year-by-year robustness checks, and out-of-sample considerations to prevent overfitting.
  • Generates structured JSON and Markdown reports for quick dissemination to stakeholders.

Quick Start

Run the evaluator on a dataset of backtests to produce a deployable quality report.

Frequently Asked Questions about backtest-expert

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

FAQPage Schema
How do I evaluate backtest robustness for a trading strategy?โ–ผ

Evaluate backtest robustness by applying a five-dimension scoring system across multi-year datasets and diverse market regimes to quantify trading strategy quality and detect potential red flags.

What is out-of-sample testing in backtesting and why does it matter?โ–ผ

Out-of-sample testing in backtesting matters because it prevents overfitting by validating trading strategies against unseen data, ensuring results are not overly optimistic or biased by historical market regimes.

How do I detect red flags in my trading strategy backtest?โ–ผ

Detect red flags in a trading strategy backtest by analyzing year-by-year robustness checks and execution realism, identifying biases that may indicate overfitting or overly optimistic performance metrics.

Can I export backtest evaluation results to JSON and Markdown?โ–ผ

Yes, you can export backtest evaluation results to structured JSON and Markdown reports, allowing quick dissemination of the five-dimension quality scores and red flag detections to stakeholders.

What is the best way to score backtest quality across market regimes?โ–ผ

The best way to score backtest quality across market regimes is to assess Sample Size, Expectancy, Risk Management, Robustness, and Execution Realism, applying consistent metrics across multi-year backtests.

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