skills.rest
danny0926
danny0926COMMUNITY
Explore all skills by this author →
WebsiteGitHub

backtest-report

Query backtest data and compile strategy metrics into a Markdown report.

Updated Feb 27, 2026
Search Tags:#performance#metrics#report#backtest#alpha#mfe#mae
One-click install
npx skills add https://github.com/danny0926/NLP-data-for-trading --skill backtest-report
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: backtest-report
Source: https://github.com/danny0926/NLP-data-for-trading/tree/main/.claude/skills/backtest-report
Command: npx skills add https://github.com/danny0926/NLP-data-for-trading --skill backtest-report

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill automates backtest analysis and report generation, enabling users to quickly review strategy performance, hit rate, alpha metrics, and MAE/MFE analyses.

Core Features & Use Cases

  • 自動更新信號績效數據（可選），確保回報基於最新追蹤結果。
  • 提供整體績效查詢與自動化回報生成功能，涵蓋 alpha、MFE/MAE、勝率等指標。
  • 使用場景：對多策略組合或單一策略進行全面回測，並以 Markdown 形式輸出報告供分享與存檔。

Quick Start

Run the backtest report workflow from the project root to generate today's performance analysis in Markdown.

Frequently Asked Questions about backtest-report

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

FAQPage Schema
How do I generate a backtest performance report with alpha and MAE/MFE metrics?▼

A backtest report is generated by querying and compiling strategy performance data from a local database to compute hit rate, alpha, MAE/MFE, and aggregated signal metrics, then rendering the results as a Markdown document.

What metrics are included in an automated backtest analysis report?▼

An automated backtest analysis report includes strategy-level metrics such as hit rate, alpha, MFE (Maximum Favorable Excursion), MAE (Maximum Adverse Excursion), and aggregated signal performance across multiple strategies.

Can I update signal tracking data automatically before generating a backtest report?▼

Yes, you can optionally update signal performance data automatically before generating a backtest report, ensuring the performance analysis reflects the latest signal tracking results from your local database.

Does backtest reporting support performance analysis across multiple strategies?▼

Backtest reporting supports multiple strategies by querying and compiling aggregated signal performance data from a local database, allowing you to review comprehensive performance metrics for a multi-strategy portfolio.

What is the best way to compile and share backtest performance insights?▼

The best way to compile and share backtest performance insights is to query local database metrics and render a comprehensive Markdown report covering alpha, hit rate, and MAE/MFE for archival and distribution.

Related Skills

Explore More Finance & Accounting Skills→
PatrickSUDOPatrickSUDO
136

trade-journal

Record trades, compare executions to plans, and generate monthly P&L summaries.

Community
Intermediate
Kling0012Kling0012
1

Verification & Quality Assurance

Automate verification checks with truth scoring and rollback for CI/CD pipelines.

Community
Advanced
robonet-techrobonet-tech
1

trade-prediction-markets

Generate and backtest Python trading strategies for Polymarket YES/NO markets.

Official
Advanced
S23Web3S23Web3

VINCE — ML Strategy Optimizer Skill

Optimizes ML trading strategies with Optuna and XGBoost on GPU.

Community
Advanced